+149.1%
EWH vs VT
+374.2%
-225.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | +2.5% | +1.0% | +1.5% | +1.7% |
| 3M | +4.7% | +2.4% | +2.3% | +2.5% |
| 6M | +1.1% | +12.0% | -10.9% | -8.4% |
| YTD | +10.9% | +15.3% | -4.4% | -2.0% |
| 1Y | +15.9% | +22.6% | -6.7% | -2.8% |
| 3Y | +44.2% | +74.7% | -30.5% | -11.3% |
| 5Y | +9.0% | +66.1% | -57.2% | -31.2% |
| 10Y | +51.1% | +225.0% | -173.9% | -49.4% |
| All | +149.1% | +374.2% | -225.1% | -40.1% |
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