+195.0%
EWP vs VT
+215.5%
-20.6%
-46.4%
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% | -1.5% |
| 7D | +2.7% | -2.3% | +5.0% | +5.0% |
| 30D | +0.1% | -5.0% | +5.0% | +5.0% |
| 3M | -7.1% | -4.9% | -2.2% | -2.6% |
| 6M | +2.0% | -1.5% | +3.5% | +3.3% |
| YTD | +9.0% | +8.5% | +0.6% | +0.7% |
| 1Y | +17.7% | +11.4% | +6.3% | +5.9% |
| 3Y | +130.2% | +70.1% | +60.1% | +35.4% |
| 5Y | +139.2% | +53.7% | +85.4% | +55.4% |
| All | +195.0% | +215.5% | -20.6% | -17.5% |
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