+513.6%
EWT vs VO
+200.3%
+313.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.2% |
| 7D | -1.1% | -1.5% | +0.4% | +0.1% |
| 30D | +4.5% | -3.0% | +7.5% | +7.0% |
| 3M | +8.3% | +2.8% | +5.4% | +6.2% |
| 6M | +54.2% | +10.9% | +43.3% | +43.5% |
| YTD | +74.6% | +12.5% | +62.1% | +60.9% |
| 1Y | +84.9% | +12.0% | +72.9% | +71.1% |
| 3Y | +197.5% | +56.3% | +141.3% | +116.7% |
| 5Y | +150.6% | +42.9% | +107.6% | +92.5% |
| All | +513.6% | +200.3% | +313.4% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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