+53.4%
VT vs ED
+80.7%
-27.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -2.3% | +1.6% | -4.0% | -2.5% |
| 30D | -5.0% | +13.3% | -18.3% | -6.2% |
| 3M | -4.9% | +9.7% | -14.6% | -5.8% |
| 6M | -1.5% | +12.8% | -14.3% | -3.0% |
| YTD | +8.5% | +22.3% | -13.8% | +5.4% |
| 1Y | +11.4% | +26.3% | -14.9% | +7.6% |
| 3Y | +70.1% | +45.0% | +25.0% | +55.6% |
| All | +53.4% | +80.7% | -27.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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