+594.1%
EWT vs VMC
+790.1%
-196.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | +4.0% | -4.3% | +8.3% | +5.5% |
| 30D | +10.3% | -8.2% | +18.6% | +13.4% |
| 3M | +6.1% | -7.0% | +13.1% | +8.1% |
| 6M | +56.6% | -10.8% | +67.4% | +61.8% |
| YTD | +76.6% | -7.4% | +84.0% | +79.4% |
| 1Y | +97.9% | -9.5% | +107.4% | +102.2% |
| 3Y | +198.0% | +20.5% | +177.5% | +172.7% |
| 5Y | +151.8% | +51.6% | +100.2% | +109.5% |
| 10Y | +514.1% | +150.0% | +364.1% | +292.7% |
| All | +594.1% | +790.1% | -196.0% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling