+28.0%
EWM vs VOO
+817.1%
-789.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | +1.9% | +2.0% | -0.1% | +0.6% |
| 6M | -0.3% | +13.0% | -13.3% | -7.6% |
| YTD | +5.0% | +13.6% | -8.6% | -3.0% |
| 1Y | +16.9% | +20.1% | -3.2% | +4.3% |
| 3Y | +47.9% | +77.6% | -29.7% | +2.3% |
| 5Y | +28.6% | +82.4% | -53.8% | -14.2% |
| 10Y | +28.3% | +316.8% | -288.5% | -55.4% |
| All | +28.0% | +817.1% | -789.1% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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