+130.8%
EWK vs VT
+346.0%
-215.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +2.3% | -2.3% | +4.6% | +4.4% |
| 30D | +5.7% | -5.0% | +10.7% | +10.6% |
| 3M | -1.1% | -4.9% | +3.8% | +3.4% |
| 6M | +1.4% | -1.5% | +2.9% | +2.2% |
| YTD | +11.8% | +8.5% | +3.3% | +2.8% |
| 1Y | +16.1% | +11.4% | +4.7% | +4.1% |
| 3Y | +63.6% | +70.1% | -6.4% | -3.2% |
| 5Y | +36.4% | +53.7% | -17.3% | -11.5% |
| 10Y | +97.8% | +220.0% | -122.1% | -38.1% |
| All | +130.8% | +346.0% | -215.2% | -45.1% |
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