+173.9%
EZA vs VT
+374.2%
-200.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.3% | +0.4% | +0.9% | +0.7% |
| 30D | +7.2% | +1.0% | +6.2% | +5.9% |
| 3M | +8.2% | +2.4% | +5.8% | +5.2% |
| 6M | -1.5% | +12.0% | -13.5% | -14.2% |
| YTD | +6.4% | +15.3% | -8.9% | -10.5% |
| 1Y | +36.5% | +22.6% | +13.9% | +6.2% |
| 3Y | +114.5% | +74.7% | +39.8% | +4.6% |
| 5Y | +83.2% | +66.1% | +17.1% | -5.0% |
| 10Y | +111.6% | +225.0% | -113.4% | -52.9% |
| All | +173.9% | +374.2% | -200.2% | -57.7% |
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