+119.0%
EWT vs VMC
+42.8%
+76.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +9.1% | -1.3% | +10.4% | +9.6% |
| 30D | -12.2% | +15.5% | -27.7% | -16.3% |
| 3M | -9.4% | +0.6% | -10.0% | -9.7% |
| 6M | +2.7% | +2.1% | +0.6% | +1.2% |
| YTD | +53.3% | -1.6% | +54.8% | +51.9% |
| 1Y | +59.2% | -1.2% | +60.3% | +57.5% |
| 3Y | +157.1% | +35.3% | +121.8% | +122.6% |
| All | +119.0% | +42.8% | +76.2% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling