-87.9%
EWV vs VT
+224.4%
-312.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -1.6% |
| 7D | +2.6% | -0.7% | +3.3% | +2.5% |
| 30D | +10.6% | -1.7% | +12.4% | +8.9% |
| 3M | +8.2% | -2.3% | +10.5% | +6.3% |
| 6M | -3.4% | +1.5% | -4.9% | +3.3% |
| YTD | -28.3% | +12.0% | -40.3% | -6.9% |
| 1Y | -27.9% | +12.9% | -40.7% | -4.8% |
| 3Y | -65.4% | +74.9% | -140.3% | +0.7% |
| 5Y | -60.8% | +59.9% | -120.8% | +14.0% |
| 10Y | -87.9% | +224.6% | -312.5% | +51.4% |
| All | -87.9% | +224.4% | -312.2% | +51.4% |
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