+371.1%
EWT vs VT
+215.5%
+155.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.7% |
| 7D | -11.7% | -2.3% | -9.4% | -9.4% |
| 30D | -23.2% | -5.0% | -18.3% | -18.9% |
| 3M | -12.5% | -4.9% | -7.6% | -7.5% |
| 6M | -5.9% | -1.5% | -4.4% | -3.0% |
| YTD | +40.5% | +8.5% | +32.0% | +32.8% |
| 1Y | +43.7% | +11.4% | +32.4% | +32.7% |
| 3Y | +136.6% | +70.1% | +66.6% | +51.1% |
| 5Y | +105.1% | +53.7% | +51.4% | +42.5% |
| All | +371.1% | +215.5% | +155.6% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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