+462.7%
EWT vs VT
+224.4%
+238.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +4.7% |
| 7D | +3.2% | -0.7% | +3.9% | +4.5% |
| 30D | -12.3% | -1.7% | -10.6% | -10.2% |
| 3M | -3.6% | -2.3% | -1.3% | -0.6% |
| 6M | +3.1% | +1.5% | +1.6% | +3.3% |
| YTD | +57.7% | +12.0% | +45.7% | +44.6% |
| 1Y | +60.3% | +12.9% | +47.4% | +46.0% |
| 3Y | +163.4% | +74.9% | +88.4% | +63.6% |
| 5Y | +127.4% | +59.9% | +67.5% | +52.3% |
| 10Y | +462.7% | +224.6% | +238.1% | +88.9% |
| All | +462.7% | +224.4% | +238.3% | +88.9% |
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