+53.4%
VT vs EAT
+381.2%
-327.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.5% | -3.6% |
| 7D | -4.2% | -3.3% | -0.9% | -3.7% |
| 30D | -5.8% | +11.7% | -17.5% | -7.5% |
| 3M | -5.2% | -5.9% | +0.6% | -4.9% |
| 6M | +0.1% | +46.7% | -46.6% | -6.6% |
| YTD | +8.2% | +48.2% | -39.9% | +0.2% |
| 1Y | +10.1% | +105.4% | -95.3% | -3.8% |
| 3Y | +69.7% | +502.8% | -433.1% | +16.2% |
| 5Y | +53.4% | +376.3% | -322.9% | +4.5% |
| All | +53.4% | +381.2% | -327.9% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling