+114.6%
EZA vs VT
+217.6%
-103.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | +7.6% | -0.1% | +7.8% | +7.5% |
| 30D | +6.3% | -3.1% | +9.3% | +10.3% |
| 3M | -2.8% | -3.5% | +0.7% | +1.7% |
| 6M | -3.4% | +0.5% | -3.8% | -3.7% |
| YTD | +0.7% | +10.8% | -10.1% | -10.5% |
| 1Y | +9.7% | +11.9% | -2.2% | -3.8% |
| 3Y | +106.7% | +73.0% | +33.7% | +3.8% |
| 5Y | +81.6% | +58.6% | +23.0% | +2.4% |
| 10Y | +114.6% | +219.2% | -104.6% | -60.1% |
| All | +114.6% | +217.6% | -103.0% | -60.1% |
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