+144.4%
EWP vs VT
+374.2%
-229.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.1% |
| 30D | +0.9% | +1.0% | -0.1% | -0.2% |
| 3M | +10.9% | +2.4% | +8.5% | +7.8% |
| 6M | +16.6% | +12.0% | +4.6% | +2.5% |
| YTD | +18.3% | +15.3% | +2.9% | +0.6% |
| 1Y | +36.1% | +22.6% | +13.6% | +7.9% |
| 3Y | +146.0% | +74.7% | +71.3% | +28.5% |
| 5Y | +159.6% | +66.1% | +93.4% | +42.4% |
| 10Y | +219.2% | +225.0% | -5.8% | -22.5% |
| All | +144.4% | +374.2% | -229.8% | -60.4% |
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