+162.8%
EWT vs VLTO
+56.1%
+106.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.0% |
| 7D | -5.0% | +2.0% | -7.0% | -5.3% |
| 30D | -16.3% | +21.8% | -38.1% | -19.5% |
| 3M | -7.2% | +20.2% | -27.4% | -10.5% |
| 6M | -0.5% | +36.3% | -36.8% | -7.7% |
| YTD | +50.6% | +18.8% | +31.7% | +45.7% |
| 1Y | +54.8% | +20.4% | +34.4% | +48.9% |
| 3Y | +155.5% | +71.9% | +83.6% | +129.4% |
| All | +162.8% | +56.1% | +106.7% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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