+62.5%
EWTX vs VT
+80.1%
-17.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +4.4% |
| 7D | +27.9% | +0.4% | +27.5% | +26.7% |
| 30D | +24.8% | -2.6% | +27.4% | +29.1% |
| 3M | +12.0% | -3.2% | +15.2% | +16.9% |
| 6M | +38.0% | +0.9% | +37.1% | +35.3% |
| YTD | +96.4% | +11.3% | +85.1% | +66.1% |
| 1Y | +184.0% | +14.0% | +170.0% | +132.4% |
| 3Y | +752.1% | +75.8% | +676.3% | +276.0% |
| 5Y | +139.9% | +57.8% | +82.0% | +22.4% |
| All | +62.5% | +80.1% | -17.6% | -13.5% |
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