+188.8%
EIS price history and return analytics
+356.5%
-167.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +0.8% | +2.4% | -1.5% | -1.2% |
| 30D | -4.8% | -1.5% | -3.3% | -3.5% |
| 3M | -9.7% | -4.1% | -5.6% | -6.3% |
| 6M | -15.7% | +0.6% | -16.2% | -15.8% |
| YTD | +2.7% | +11.0% | -8.3% | -5.8% |
| 1Y | +7.8% | +13.3% | -5.6% | -2.8% |
| 3Y | +134.9% | +73.4% | +61.6% | +47.6% |
| 5Y | +52.5% | +57.4% | -5.0% | +4.3% |
| 10Y | +177.6% | +221.7% | -44.1% | +6.1% |
| All | +188.8% | +356.5% | -167.7% | -22.0% |
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