-51.1%
ELWT vs VT
+13.8%
-64.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.5% |
| 7D | -17.9% | +0.4% | -18.3% | -17.6% |
| 30D | -41.3% | -2.6% | -38.7% | -40.0% |
| 3M | -56.7% | -3.2% | -53.5% | -55.5% |
| 6M | -56.7% | +0.9% | -57.6% | -56.1% |
| YTD | -30.6% | +11.3% | -41.9% | -29.4% |
| 1Y | -50.6% | +14.0% | -64.6% | -46.9% |
| All | -51.1% | +13.8% | -64.9% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling