+163.1%
EWD vs VT
+217.6%
-54.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | +5.1% | -3.1% | +8.2% | +8.8% |
| 3M | -0.2% | -3.5% | +3.3% | +3.8% |
| 6M | +6.1% | +0.5% | +5.7% | +5.5% |
| YTD | +10.9% | +10.8% | +0.1% | -1.2% |
| 1Y | +15.7% | +11.9% | +3.8% | +2.0% |
| 3Y | +78.5% | +73.0% | +5.6% | -4.8% |
| 5Y | +30.8% | +58.6% | -27.8% | -22.2% |
| 10Y | +163.1% | +219.2% | -56.1% | -29.0% |
| All | +163.1% | +217.6% | -54.6% | -29.0% |
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