-40.0%
ELWT vs VT
+13.4%
-53.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -16.1% | -1.6% | -14.5% | -15.2% |
| 30D | -32.0% | -2.5% | -29.5% | -30.9% |
| 3M | -50.1% | -1.3% | -48.8% | -49.3% |
| 6M | -38.6% | +3.1% | -41.7% | -38.8% |
| YTD | -14.8% | +10.9% | -25.7% | -13.7% |
| All | -40.0% | +13.4% | -53.4% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling