-97.4%
EYPT vs VT
+59.8%
-157.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +1.1% | -11.1% | -11.5% |
| 7D | -10.0% | -0.7% | -9.3% | -9.2% |
| 30D | -89.2% | -1.7% | -87.4% | -89.0% |
| 3M | -97.2% | -2.3% | -94.9% | -97.2% |
| 6M | -97.4% | +1.5% | -98.9% | -97.5% |
| YTD | -98.0% | +12.0% | -110.1% | -98.3% |
| 1Y | -96.9% | +12.9% | -109.8% | -97.4% |
| 3Y | -94.4% | +74.9% | -169.3% | -97.1% |
| 5Y | -97.4% | +59.9% | -157.3% | -98.5% |
| All | -97.4% | +59.8% | -157.1% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling