+148.2%
EWA vs VT
+345.0%
-196.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | +2.7% |
| 7D | -1.3% | -4.2% | +2.9% | +3.6% |
| 30D | +2.5% | -5.8% | +8.3% | +9.7% |
| 3M | -3.0% | -5.2% | +2.3% | +3.2% |
| 6M | +1.6% | +0.1% | +1.5% | +1.1% |
| YTD | +13.3% | +8.2% | +5.0% | +2.9% |
| 1Y | +13.1% | +10.1% | +3.0% | +0.7% |
| 3Y | +48.5% | +69.7% | -21.1% | -20.6% |
| 5Y | +35.9% | +53.4% | -17.4% | -18.6% |
| 10Y | +122.0% | +219.2% | -97.2% | -43.4% |
| All | +148.2% | +345.0% | -196.8% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling