+30.4%
EWQ vs VT
+59.8%
-29.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -1.5% |
| 7D | +0.2% | -0.7% | +0.9% | +0.7% |
| 30D | +6.5% | -1.7% | +8.3% | +8.2% |
| 3M | -7.9% | -2.3% | -5.6% | -5.9% |
| 6M | -1.1% | +1.5% | -2.6% | -2.9% |
| YTD | 0.0% | +12.0% | -12.0% | -10.8% |
| 1Y | +1.1% | +12.9% | -11.7% | -10.5% |
| 3Y | +34.2% | +74.9% | -40.8% | -24.7% |
| 5Y | +30.4% | +59.9% | -29.5% | -20.5% |
| All | +30.4% | +59.8% | -29.4% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling