+303.7%
EWL vs VT
+345.0%
-41.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +1.6% |
| 7D | +2.0% | -4.2% | +6.2% | +5.5% |
| 30D | +10.4% | -5.8% | +16.2% | +15.6% |
| 3M | +1.9% | -5.2% | +7.2% | +6.3% |
| 6M | +9.0% | +0.1% | +8.8% | +8.5% |
| YTD | +11.1% | +8.2% | +2.8% | +3.9% |
| 1Y | +20.2% | +10.1% | +10.1% | +10.8% |
| 3Y | +60.4% | +69.7% | -9.3% | +3.2% |
| 5Y | +41.8% | +53.4% | -11.6% | -1.6% |
| 10Y | +179.2% | +219.2% | -40.0% | +4.3% |
| All | +303.7% | +345.0% | -41.3% | +3.1% |
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