+513.6%
EWT vs VIAV
+419.4%
+94.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.0% |
| 7D | -1.1% | +11.2% | -12.3% | -3.8% |
| 30D | +4.5% | -10.1% | +14.6% | +6.6% |
| 3M | +8.3% | -22.9% | +31.1% | +13.3% |
| 6M | +54.2% | +28.8% | +25.5% | +41.4% |
| YTD | +74.6% | +117.5% | -42.9% | +39.0% |
| 1Y | +84.9% | +216.1% | -131.2% | +32.7% |
| 3Y | +197.5% | +292.2% | -94.7% | +95.4% |
| 5Y | +150.6% | +141.0% | +9.6% | +84.1% |
| All | +513.6% | +419.4% | +94.2% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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