+85.3%
EWT vs VG
-49.4%
+134.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -3.7% | -7.7% | +4.0% | -3.5% |
| 30D | -17.2% | -8.8% | -8.4% | -17.1% |
| 3M | -7.3% | -15.6% | +8.3% | -7.1% |
| 6M | -1.5% | +5.2% | -6.7% | -2.2% |
| YTD | +49.0% | +76.9% | -27.9% | +37.1% |
| 1Y | +50.6% | +42.5% | +8.1% | +41.5% |
| All | +85.3% | -49.4% | +134.7% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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