+164.3%
EZM vs VT
+222.7%
-58.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | +2.3% | +2.9% | -0.6% | -0.9% |
| 30D | +3.8% | -2.5% | +6.3% | +6.7% |
| 3M | -1.9% | -3.3% | +1.4% | +1.7% |
| 6M | +5.4% | +1.5% | +3.9% | +3.0% |
| YTD | +14.0% | +11.4% | +2.6% | -0.1% |
| 1Y | +16.0% | +11.9% | +4.1% | +1.0% |
| 3Y | +59.3% | +73.9% | -14.5% | -16.5% |
| 5Y | +41.9% | +57.9% | -16.0% | -16.4% |
| All | +164.3% | +222.7% | -58.4% | -29.5% |
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