+134.4%
EWQ vs VT
+215.5%
-81.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +1.5% | -2.3% | +3.9% | +3.9% |
| 30D | +3.7% | -5.0% | +8.7% | +9.1% |
| 3M | -9.9% | -4.9% | -5.0% | -5.4% |
| 6M | -6.0% | -1.5% | -4.5% | -4.8% |
| YTD | -2.4% | +8.5% | -10.9% | -10.4% |
| 1Y | +1.7% | +11.4% | -9.7% | -9.2% |
| 3Y | +32.1% | +70.1% | -38.0% | -24.3% |
| 5Y | +25.7% | +53.7% | -28.1% | -19.9% |
| All | +134.4% | +215.5% | -81.2% | -32.2% |
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