-98.6%
EYPT vs VT
+345.0%
-443.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.1% | -5.9% | -5.9% |
| 7D | -5.3% | -4.2% | -1.1% | -0.8% |
| 30D | -88.6% | -5.8% | -82.8% | -88.0% |
| 3M | -97.1% | -5.2% | -91.8% | -96.9% |
| 6M | -97.4% | +0.1% | -97.5% | -97.4% |
| YTD | -98.0% | +8.2% | -106.3% | -98.2% |
| 1Y | -96.7% | +10.1% | -106.9% | -97.0% |
| 3Y | -95.4% | +69.7% | -165.0% | -97.2% |
| 5Y | -97.4% | +53.4% | -150.8% | -98.3% |
| 10Y | -98.2% | +219.2% | -317.4% | -99.3% |
| All | -98.6% | +345.0% | -443.6% | -99.7% |
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