+146.1%
EWT vs VFC
-79.4%
+225.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.3% |
| 7D | -1.1% | -3.3% | +2.2% | -0.6% |
| 30D | +4.8% | -14.0% | +18.8% | +7.2% |
| 3M | +11.1% | -22.6% | +33.7% | +15.1% |
| 6M | +54.6% | -24.7% | +79.3% | +60.5% |
| YTD | +71.4% | -29.0% | +100.4% | +79.1% |
| 1Y | +82.1% | -13.8% | +95.9% | +83.7% |
| 3Y | +193.2% | -28.2% | +221.5% | +187.1% |
| 5Y | +146.1% | -79.0% | +225.1% | +229.5% |
| All | +146.1% | -79.4% | +225.5% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling