+137.0%
EWQ vs VT
+374.2%
-237.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | +0.4% | -1.6% | -1.6% |
| 30D | -3.9% | +1.0% | -4.9% | -5.0% |
| 3M | +1.1% | +2.4% | -1.3% | -1.7% |
| 6M | +3.4% | +12.0% | -8.6% | -8.9% |
| YTD | +4.0% | +15.3% | -11.4% | -11.4% |
| 1Y | +10.5% | +22.6% | -12.1% | -12.2% |
| 3Y | +33.3% | +74.7% | -41.4% | -29.6% |
| 5Y | +38.6% | +66.1% | -27.6% | -22.5% |
| 10Y | +143.8% | +225.0% | -81.3% | -37.4% |
| All | +137.0% | +374.2% | -237.2% | -59.7% |
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