+58.6%
EWTX vs VT
+81.2%
-22.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +0.6% |
| 7D | +26.8% | -0.7% | +27.4% | +27.7% |
| 30D | +23.7% | -1.7% | +25.5% | +26.5% |
| 3M | +7.4% | -2.3% | +9.7% | +10.6% |
| 6M | +37.6% | +1.5% | +36.1% | +33.9% |
| YTD | +91.7% | +12.0% | +79.7% | +60.6% |
| 1Y | +121.5% | +12.9% | +108.6% | +83.8% |
| 3Y | +763.3% | +74.9% | +688.4% | +284.0% |
| 5Y | +138.4% | +59.9% | +78.5% | +19.9% |
| All | +58.6% | +81.2% | -22.7% | -16.3% |
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