+147.5%
EWA vs VT
+346.0%
-198.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -1.3% | -2.3% | +1.1% | +1.4% |
| 30D | +3.3% | -5.0% | +8.3% | +9.5% |
| 3M | -3.3% | -4.9% | +1.6% | +2.4% |
| 6M | -1.8% | -1.5% | -0.3% | -0.3% |
| YTD | +12.9% | +8.5% | +4.5% | +2.4% |
| 1Y | +13.7% | +11.4% | +2.3% | -0.1% |
| 3Y | +48.7% | +70.1% | -21.3% | -20.7% |
| 5Y | +35.6% | +53.7% | -18.2% | -19.0% |
| 10Y | +121.4% | +220.0% | -98.6% | -43.7% |
| All | +147.5% | +346.0% | -198.5% | -57.9% |
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