+194.8%
EWS vs VT
+374.2%
-179.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +0.4% | +1.4% | +1.5% |
| 30D | +6.9% | +1.0% | +6.0% | +6.0% |
| 3M | +18.5% | +2.4% | +16.2% | +15.9% |
| 6M | +26.7% | +12.0% | +14.7% | +14.4% |
| YTD | +27.9% | +15.3% | +12.6% | +12.5% |
| 1Y | +27.5% | +22.6% | +4.9% | +6.1% |
| 3Y | +112.6% | +74.7% | +37.9% | +29.0% |
| 5Y | +87.8% | +66.1% | +21.7% | +18.1% |
| 10Y | +151.0% | +225.0% | -74.0% | -15.8% |
| All | +194.8% | +374.2% | -179.4% | -30.1% |
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