+271.2%
EW vs VT
+221.8%
+49.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +4.9% | +2.4% | +2.6% | +2.7% |
| 30D | +23.9% | -1.5% | +25.4% | +25.5% |
| 3M | +15.8% | -4.1% | +19.9% | +20.0% |
| 6M | +31.7% | +0.6% | +31.1% | +30.0% |
| YTD | +25.7% | +11.0% | +14.7% | +12.6% |
| 1Y | +24.4% | +13.3% | +11.1% | +9.2% |
| 3Y | +65.9% | +73.4% | -7.5% | -6.2% |
| 5Y | -7.6% | +57.4% | -65.1% | -42.0% |
| All | +271.2% | +221.8% | +49.5% | +12.3% |
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