+231.1%
EW vs VT
+214.8%
+16.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.5% | +5.3% |
| 7D | +6.8% | -4.2% | +10.9% | +10.9% |
| 30D | +16.6% | -5.8% | +22.4% | +23.0% |
| 3M | +13.3% | -5.2% | +18.6% | +18.7% |
| 6M | +21.6% | +0.1% | +21.5% | +20.4% |
| YTD | +18.3% | +8.2% | +10.0% | +8.5% |
| 1Y | +21.7% | +10.1% | +11.6% | +9.7% |
| 3Y | +50.3% | +69.7% | -19.3% | -13.3% |
| 5Y | -15.0% | +53.4% | -68.4% | -45.3% |
| All | +231.1% | +214.8% | +16.3% | +0.8% |
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