+150.4%
EWH vs VT
+346.0%
-195.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.3% |
| 7D | +3.6% | -2.3% | +5.9% | +5.6% |
| 30D | +8.1% | -5.0% | +13.0% | +12.7% |
| 3M | +3.7% | -4.9% | +8.6% | +8.0% |
| 6M | -2.8% | -1.5% | -1.3% | -1.9% |
| YTD | +11.5% | +8.5% | +3.0% | +3.6% |
| 1Y | +10.2% | +11.4% | -1.2% | +0.1% |
| 3Y | +51.8% | +70.1% | -18.3% | -4.7% |
| 5Y | +15.1% | +53.7% | -38.6% | -22.4% |
| 10Y | +55.5% | +220.0% | -164.5% | -47.5% |
| All | +150.4% | +346.0% | -195.7% | -36.7% |
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