+26.3%
EWD vs VT
+53.2%
-26.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +2.0% |
| 7D | +0.8% | -4.2% | +5.0% | +6.0% |
| 30D | +4.2% | -5.8% | +10.0% | +11.8% |
| 3M | -2.0% | -5.2% | +3.2% | +4.4% |
| 6M | +5.6% | +0.1% | +5.4% | +5.2% |
| YTD | +9.1% | +8.2% | +0.9% | -0.8% |
| 1Y | +15.0% | +10.1% | +4.9% | +2.4% |
| 3Y | +75.0% | +69.7% | +5.3% | -9.7% |
| 5Y | +26.3% | +53.4% | -27.1% | -24.3% |
| All | +26.3% | +53.2% | -26.9% | -24.3% |
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 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