+84.9%
EWT vs VMC
-14.0%
+98.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.6% |
| 7D | -1.1% | -3.8% | +2.6% | -0.3% |
| 30D | +4.5% | -9.7% | +14.1% | +6.9% |
| 3M | +8.3% | -9.6% | +17.9% | +10.1% |
| 6M | +54.2% | -4.8% | +59.1% | +54.3% |
| YTD | +74.6% | -10.9% | +85.5% | +74.7% |
| 1Y | +84.9% | -15.6% | +100.5% | +86.4% |
| All | +84.9% | -14.0% | +98.9% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling