+19.0%
EWM vs VOO
+800.4%
-781.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -3.0% | +2.6% | -5.6% | -4.5% |
| 30D | -2.6% | -2.0% | -0.6% | -1.6% |
| 3M | -7.1% | -2.8% | -4.3% | -5.6% |
| 6M | -11.6% | +2.2% | -13.7% | -13.0% |
| YTD | -2.4% | +11.5% | -13.9% | -9.0% |
| 1Y | +2.4% | +13.5% | -11.1% | -5.6% |
| 3Y | +38.9% | +78.1% | -39.1% | -4.2% |
| 5Y | +23.6% | +73.1% | -49.6% | -14.7% |
| 10Y | +37.6% | +310.7% | -273.1% | -51.9% |
| All | +19.0% | +800.4% | -781.4% | -77.7% |
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