+199.8%
EWT vs VFC
-27.2%
+227.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +2.1% | -2.3% | +4.5% | +2.4% |
| 30D | +9.4% | -13.4% | +22.7% | +11.3% |
| 3M | +10.9% | -23.7% | +34.6% | +14.4% |
| 6M | +57.9% | -24.5% | +82.4% | +63.0% |
| YTD | +75.9% | -27.8% | +103.8% | +82.2% |
| 1Y | +89.7% | -13.5% | +103.2% | +91.4% |
| All | +199.8% | -27.2% | +227.0% | +191.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling