+103.4%
EWK vs VT
+217.6%
-114.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.2% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | +9.4% | -3.1% | +12.5% | +12.1% |
| 3M | +2.3% | -3.5% | +5.8% | +5.2% |
| 6M | +5.9% | +0.5% | +5.4% | +4.9% |
| YTD | +14.6% | +10.8% | +3.8% | +4.6% |
| 1Y | +17.4% | +11.9% | +5.5% | +6.2% |
| 3Y | +68.2% | +73.0% | -4.7% | +3.2% |
| 5Y | +41.8% | +58.6% | -16.8% | -6.6% |
| 10Y | +103.4% | +219.2% | -115.8% | -29.2% |
| All | +103.4% | +217.6% | -114.3% | -29.2% |
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