-82.4%
EYPT vs VT
+374.2%
-456.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +1.7% |
| 30D | -62.6% | +1.0% | -63.6% | -62.8% |
| 3M | -62.6% | +2.4% | -65.0% | -63.4% |
| 6M | -74.6% | +12.0% | -86.6% | -77.1% |
| YTD | -74.9% | +15.3% | -90.3% | -78.2% |
| 1Y | -61.4% | +22.6% | -84.0% | -68.5% |
| 3Y | -56.5% | +74.7% | -131.1% | -74.1% |
| 5Y | -58.4% | +66.1% | -124.6% | -73.8% |
| 10Y | -87.6% | +225.0% | -312.6% | -95.4% |
| All | -82.4% | +374.2% | -456.6% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling