+224.6%
VT vs EAT
+333.9%
-109.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.7% | +0.7% |
| 7D | -0.7% | -8.9% | +8.2% | +0.7% |
| 30D | -1.7% | +3.4% | -5.2% | -2.4% |
| 3M | -2.3% | -9.3% | +7.0% | -1.4% |
| 6M | +1.5% | +43.8% | -42.3% | -4.8% |
| YTD | +12.0% | +39.9% | -27.8% | +4.8% |
| 1Y | +12.9% | +89.7% | -76.8% | +0.5% |
| 3Y | +74.9% | +491.3% | -416.3% | +26.4% |
| 5Y | +59.9% | +365.4% | -305.5% | +15.9% |
| 10Y | +224.6% | +325.9% | -101.3% | +113.3% |
| All | +224.6% | +333.9% | -109.3% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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