+496.5%
EWT vs VT
+222.7%
+273.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.0% | +0.4% | +3.5% | +3.5% |
| 30D | +10.3% | +1.0% | +9.3% | +9.3% |
| 3M | +6.1% | +2.4% | +3.7% | +4.4% |
| 6M | +56.6% | +12.0% | +44.6% | +42.1% |
| YTD | +76.6% | +15.3% | +61.2% | +56.1% |
| 1Y | +97.9% | +22.6% | +75.3% | +65.7% |
| 3Y | +198.0% | +74.7% | +123.3% | +82.9% |
| 5Y | +151.8% | +66.1% | +85.6% | +61.0% |
| All | +496.5% | +222.7% | +273.8% | +96.1% |
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