+28.8%
EWD vs VT
+57.4%
-28.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +0.3% |
| 7D | +1.7% | +0.4% | +1.4% | +1.2% |
| 30D | +5.6% | -2.6% | +8.2% | +8.8% |
| 3M | -0.1% | -3.2% | +3.1% | +3.8% |
| 6M | +6.6% | +0.9% | +5.6% | +5.2% |
| YTD | +11.3% | +11.3% | 0.0% | -2.1% |
| 1Y | +17.5% | +14.0% | +3.5% | +0.4% |
| 3Y | +80.1% | +75.8% | +4.2% | -11.0% |
| 5Y | +28.8% | +57.8% | -29.0% | -25.4% |
| All | +28.8% | +57.4% | -28.5% | -25.4% |
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