+297.8%
VTI vs EAT
+374.9%
-77.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.9% | -7.7% | +6.8% | +0.4% |
| 30D | -1.4% | -13.6% | +12.1% | +0.8% |
| 3M | +3.6% | +33.9% | -30.3% | -1.6% |
| 6M | +13.6% | +47.2% | -33.6% | +5.5% |
| YTD | +12.9% | +48.1% | -35.1% | +4.5% |
| 1Y | +17.2% | +33.7% | -16.5% | +9.7% |
| 3Y | +75.7% | +595.8% | -520.1% | +21.1% |
| 5Y | +75.4% | +314.4% | -238.9% | +26.8% |
| All | +297.8% | +374.9% | -77.2% | +155.5% |
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 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