-51.4%
ELWT vs VT
+10.9%
-62.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.1% |
| 7D | -20.5% | -2.3% | -18.1% | -18.3% |
| 30D | -41.6% | -5.0% | -36.6% | -39.0% |
| 3M | -58.0% | -4.9% | -53.2% | -56.1% |
| 6M | -56.3% | -1.5% | -54.7% | -54.8% |
| YTD | -31.0% | +8.5% | -39.5% | -28.3% |
| 1Y | -55.8% | +11.4% | -67.1% | -51.2% |
| All | -51.4% | +10.9% | -62.3% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling