+192.2%
EWT vs VMC
+17.8%
+174.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -1.1% | -3.7% | +2.6% | 0.0% |
| 30D | +4.8% | -12.8% | +17.6% | +9.2% |
| 3M | +11.1% | -7.9% | +19.1% | +13.2% |
| 6M | +54.6% | -7.5% | +62.1% | +57.0% |
| YTD | +71.4% | -11.6% | +83.1% | +75.3% |
| 1Y | +82.1% | -14.3% | +96.4% | +87.8% |
| All | +192.2% | +17.8% | +174.4% | +162.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling