-14.6%
EW vs VT
+53.4%
-68.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +11.0% | -2.3% | +13.3% | +13.0% |
| 30D | +19.1% | -5.0% | +24.0% | +24.1% |
| 3M | +14.4% | -4.9% | +19.2% | +18.9% |
| 6M | +22.8% | -1.5% | +24.3% | +23.4% |
| YTD | +19.8% | +8.5% | +11.3% | +10.3% |
| 1Y | +23.9% | +11.4% | +12.5% | +11.4% |
| 3Y | +52.2% | +70.1% | -17.9% | -11.3% |
| All | -14.6% | +53.4% | -68.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling