+501.7%
EWT vs VFC
+622.1%
-120.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | 0.0% | -2.1% |
| 7D | +13.2% | -1.4% | +14.7% | +13.7% |
| 30D | -14.3% | +24.6% | -38.9% | -19.4% |
| 3M | -8.4% | +38.4% | -46.8% | -16.6% |
| 6M | +3.7% | +15.3% | -11.6% | -1.7% |
| YTD | +53.1% | +12.7% | +40.3% | +44.9% |
| 1Y | +55.5% | +32.7% | +22.8% | +40.1% |
| 3Y | +155.6% | +43.7% | +111.9% | +96.8% |
| 5Y | +119.3% | -69.2% | +188.5% | +170.4% |
| 10Y | +446.2% | -50.0% | +496.2% | +409.0% |
| All | +501.7% | +622.1% | -120.3% | +115.2% |
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