+56.8%
EWH vs VT
+223.7%
-166.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.6% |
| 7D | +3.7% | +0.4% | +3.3% | +3.3% |
| 30D | +6.0% | -2.6% | +8.6% | +7.9% |
| 3M | +3.0% | -3.2% | +6.2% | +5.3% |
| 6M | -2.2% | +0.9% | -3.1% | -3.1% |
| YTD | +11.8% | +11.3% | +0.5% | +3.1% |
| 1Y | +10.1% | +14.0% | -3.9% | -0.2% |
| 3Y | +57.3% | +75.8% | -18.6% | +4.1% |
| 5Y | +16.2% | +57.8% | -41.6% | -17.4% |
| 10Y | +56.8% | +219.8% | -163.0% | -37.4% |
| All | +56.8% | +223.7% | -166.9% | -37.4% |
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 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