+171.2%
EWL vs VT
+215.5%
-44.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | +0.4% | -2.3% | +2.7% | +2.2% |
| 30D | +8.8% | -5.0% | +13.8% | +13.0% |
| 3M | +1.4% | -4.9% | +6.3% | +5.2% |
| 6M | +5.2% | -1.5% | +6.8% | +6.2% |
| YTD | +9.7% | +8.5% | +1.2% | +2.8% |
| 1Y | +19.1% | +11.4% | +7.7% | +9.3% |
| 3Y | +58.7% | +70.1% | -11.4% | +3.9% |
| 5Y | +40.1% | +53.7% | -13.7% | -1.4% |
| All | +171.2% | +215.5% | -44.3% | +4.8% |
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