+421.4%
EWT vs VT
+223.7%
+197.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +4.6% |
| 7D | -5.0% | +0.4% | -5.3% | -4.9% |
| 30D | -16.3% | -2.6% | -13.7% | -13.6% |
| 3M | -7.2% | -3.2% | -4.0% | -3.5% |
| 6M | -0.5% | +0.9% | -1.4% | +0.2% |
| YTD | +50.6% | +11.3% | +39.3% | +38.9% |
| 1Y | +54.8% | +14.0% | +40.8% | +39.8% |
| 3Y | +155.5% | +75.8% | +79.6% | +58.1% |
| 5Y | +116.4% | +57.8% | +58.6% | +46.6% |
| 10Y | +421.4% | +219.8% | +201.6% | +75.7% |
| All | +421.4% | +223.7% | +197.7% | +75.7% |
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