+513.6%
EWT vs VIG
+250.0%
+263.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.2% |
| 7D | -1.1% | -1.1% | -0.1% | -0.2% |
| 30D | +4.5% | -2.7% | +7.2% | +6.9% |
| 3M | +8.3% | +2.5% | +5.7% | +6.0% |
| 6M | +54.2% | +9.2% | +45.0% | +43.8% |
| YTD | +74.6% | +9.8% | +64.7% | +62.2% |
| 1Y | +84.9% | +12.4% | +72.5% | +68.8% |
| 3Y | +197.5% | +55.9% | +141.6% | +109.9% |
| 5Y | +150.6% | +63.9% | +86.6% | +69.5% |
| All | +513.6% | +250.0% | +263.6% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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