+540.2%
EWT vs VT
+345.0%
+195.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -4.1% | -7.5% | -7.6% |
| 7D | -19.0% | -4.2% | -14.8% | -15.3% |
| 30D | -27.0% | -5.8% | -21.2% | -22.4% |
| 3M | -15.6% | -5.2% | -10.3% | -10.6% |
| 6M | -7.4% | +0.1% | -7.6% | -6.2% |
| YTD | +35.2% | +8.2% | +26.9% | +28.1% |
| 1Y | +36.0% | +10.1% | +25.9% | +26.9% |
| 3Y | +128.2% | +69.7% | +58.6% | +44.6% |
| 5Y | +97.4% | +53.4% | +44.0% | +36.5% |
| 10Y | +368.6% | +219.2% | +149.4% | +63.3% |
| All | +540.2% | +345.0% | +195.2% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling