+513.6%
EWT vs VFC
-69.1%
+582.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.5% | +1.0% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +4.5% | -9.0% | +13.4% | +6.2% |
| 3M | +8.3% | -24.2% | +32.4% | +13.3% |
| 6M | +54.2% | -18.5% | +72.7% | +59.0% |
| YTD | +74.6% | -25.9% | +100.4% | +82.6% |
| 1Y | +84.9% | -13.0% | +97.9% | +86.2% |
| 3Y | +197.5% | -20.3% | +217.9% | +179.6% |
| 5Y | +150.6% | -78.1% | +228.7% | +222.9% |
| All | +513.6% | -69.1% | +582.7% | +632.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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