-87.8%
EWV vs VT
+221.8%
-309.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -1.1% |
| 7D | -7.9% | +2.4% | -10.2% | -3.9% |
| 30D | +8.0% | -1.5% | +9.5% | +6.7% |
| 3M | +13.8% | -4.1% | +17.9% | +8.3% |
| 6M | -0.8% | +0.6% | -1.4% | +4.3% |
| YTD | -27.9% | +11.0% | -38.9% | -7.7% |
| 1Y | -28.7% | +13.3% | -42.1% | -5.4% |
| 3Y | -65.3% | +73.4% | -138.7% | -0.4% |
| 5Y | -59.4% | +57.4% | -116.9% | +15.1% |
| All | -87.8% | +221.8% | -309.6% | +50.9% |
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