-100.0%
EZRA vs VT
+83.2%
-183.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.5% |
| 7D | +2.2% | -0.1% | +2.3% | +2.4% |
| 30D | +11.2% | -0.7% | +11.8% | +11.9% |
| 3M | -23.1% | +4.0% | -27.1% | -25.6% |
| 6M | -68.9% | +12.3% | -81.2% | -71.9% |
| YTD | -86.4% | +14.0% | -100.4% | -87.9% |
| 1Y | -90.3% | +20.3% | -110.6% | -91.7% |
| 3Y | -99.8% | +75.4% | -175.3% | -99.9% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +83.2% | -183.2% | -100.0% |
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