+122.2%
IEUR vs VT
+240.0%
-117.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | -0.3% | +1.0% | -1.2% | -1.2% |
| 3M | +4.3% | +2.4% | +2.0% | +1.8% |
| 6M | +7.6% | +12.0% | -4.4% | -3.8% |
| YTD | +11.5% | +15.3% | -3.8% | -3.0% |
| 1Y | +20.5% | +22.6% | -2.0% | -1.3% |
| 3Y | +64.9% | +74.7% | -9.8% | -5.5% |
| 5Y | +52.4% | +66.1% | -13.7% | -8.2% |
| 10Y | +150.6% | +225.0% | -74.4% | -24.5% |
| All | +122.2% | +240.0% | -117.8% | -35.8% |
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