+948.0%
EWT vs VO
+827.2%
+120.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +4.0% | -0.3% | +4.2% | +4.2% |
| 30D | +10.3% | -0.3% | +10.6% | +10.6% |
| 3M | +6.1% | +2.9% | +3.1% | +3.8% |
| 6M | +56.6% | +9.3% | +47.3% | +45.9% |
| YTD | +76.6% | +14.2% | +62.4% | +58.6% |
| 1Y | +97.9% | +15.3% | +82.6% | +76.4% |
| 3Y | +198.0% | +56.2% | +141.7% | +104.4% |
| 5Y | +151.8% | +42.4% | +109.3% | +83.9% |
| 10Y | +514.1% | +194.7% | +319.4% | +124.7% |
| All | +948.0% | +827.2% | +120.8% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling