+594.1%
EWT vs VFC
+381.5%
+212.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | +4.0% | -1.6% | +5.6% | +4.4% |
| 30D | +10.3% | -11.6% | +21.9% | +13.9% |
| 3M | +6.1% | -18.1% | +24.2% | +10.9% |
| 6M | +56.6% | -27.4% | +84.0% | +68.5% |
| YTD | +76.6% | -24.8% | +101.4% | +87.4% |
| 1Y | +97.9% | -8.2% | +106.1% | +96.1% |
| 3Y | +198.0% | -29.1% | +227.1% | +178.3% |
| 5Y | +151.8% | -79.2% | +230.9% | +245.1% |
| 10Y | +514.1% | -68.1% | +582.2% | +551.9% |
| All | +594.1% | +381.5% | +212.6% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling