+172.4%
EWL vs VT
+223.7%
-51.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | +10.0% | -2.6% | +12.6% | +12.1% |
| 3M | +1.9% | -3.2% | +5.1% | +4.4% |
| 6M | +8.2% | +0.9% | +7.3% | +7.1% |
| YTD | +11.6% | +11.3% | +0.3% | +2.5% |
| 1Y | +20.0% | +14.0% | +6.0% | +8.2% |
| 3Y | +61.6% | +75.8% | -14.2% | +3.1% |
| 5Y | +41.7% | +57.8% | -16.2% | -2.3% |
| 10Y | +172.4% | +219.8% | -47.4% | +4.3% |
| All | +172.4% | +223.7% | -51.3% | +4.3% |
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