+27.3%
EWM vs VT
+215.5%
-188.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.2% |
| 7D | +0.4% | -2.3% | +2.8% | +1.8% |
| 30D | +1.4% | -5.0% | +6.4% | +4.4% |
| 3M | -4.0% | -4.9% | +0.9% | -1.2% |
| 6M | -9.3% | -1.5% | -7.8% | -8.8% |
| YTD | +0.7% | +8.5% | -7.8% | -4.5% |
| 1Y | +7.6% | +11.4% | -3.8% | +0.5% |
| 3Y | +39.5% | +70.1% | -30.6% | +0.2% |
| 5Y | +27.3% | +53.7% | -26.5% | -3.3% |
| All | +27.3% | +215.5% | -188.2% | -48.0% |
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