+125.1%
EWQ vs VT
+345.0%
-219.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | +3.5% |
| 7D | +2.4% | -4.2% | +6.6% | +7.2% |
| 30D | +3.8% | -5.8% | +9.6% | +10.7% |
| 3M | -8.7% | -5.2% | -3.5% | -3.3% |
| 6M | -1.5% | +0.1% | -1.6% | -2.0% |
| YTD | -1.2% | +8.2% | -9.5% | -9.9% |
| 1Y | +1.8% | +10.1% | -8.3% | -9.0% |
| 3Y | +32.9% | +69.7% | -36.8% | -27.6% |
| 5Y | +27.2% | +53.4% | -26.2% | -22.4% |
| 10Y | +140.8% | +219.2% | -78.4% | -37.2% |
| All | +125.1% | +345.0% | -219.9% | -59.0% |
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 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