+174.4%
EWL vs VT
+222.7%
-48.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -0.8% | +2.9% | -3.7% | -3.0% |
| 30D | +8.4% | -2.5% | +10.9% | +10.3% |
| 3M | +2.0% | -3.3% | +5.3% | +4.5% |
| 6M | +7.4% | +1.5% | +5.9% | +5.8% |
| YTD | +10.2% | +11.4% | -1.2% | +1.1% |
| 1Y | +13.8% | +11.9% | +1.8% | +4.0% |
| 3Y | +59.5% | +73.9% | -14.4% | +2.7% |
| 5Y | +40.2% | +57.9% | -17.7% | -3.3% |
| All | +174.4% | +222.7% | -48.3% | +4.1% |
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 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