+513.6%
EWT vs VMC
+156.6%
+357.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.6% |
| 7D | -1.1% | -3.8% | +2.6% | -0.2% |
| 30D | +4.5% | -9.7% | +14.1% | +7.2% |
| 3M | +8.3% | -9.6% | +17.9% | +10.7% |
| 6M | +54.2% | -4.8% | +59.1% | +55.5% |
| YTD | +74.6% | -10.9% | +85.5% | +78.5% |
| 1Y | +84.9% | -15.6% | +100.5% | +91.5% |
| 3Y | +197.5% | +19.3% | +178.2% | +179.2% |
| 5Y | +150.6% | +48.0% | +102.6% | +120.4% |
| All | +513.6% | +156.6% | +357.0% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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