+116.4%
EZA vs VT
+221.8%
-105.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | -3.7% | +2.4% | -6.1% | -6.5% |
| 30D | +2.1% | -1.5% | +3.6% | +3.8% |
| 3M | -4.1% | -4.1% | 0.0% | +1.1% |
| 6M | -6.7% | +0.6% | -7.3% | -7.2% |
| YTD | -4.1% | +11.0% | -15.1% | -15.1% |
| 1Y | +2.6% | +13.3% | -10.7% | -11.5% |
| 3Y | +97.5% | +73.4% | +24.1% | -1.1% |
| 5Y | +70.2% | +57.4% | +12.7% | -3.1% |
| All | +116.4% | +221.8% | -105.4% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling