-65.6%
EWV vs VT
+74.1%
-139.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.6% | -10.0% | -1.8% |
| 7D | +1.6% | +0.4% | +1.2% | +3.6% |
| 30D | +13.0% | -2.6% | +15.6% | +8.4% |
| 3M | +10.6% | -3.2% | +13.8% | +5.4% |
| 6M | -2.3% | +0.9% | -3.3% | +4.4% |
| YTD | -27.5% | +11.3% | -38.8% | -1.2% |
| 1Y | -28.0% | +14.0% | -42.0% | +3.4% |
| 3Y | -65.6% | +75.8% | -141.4% | +24.1% |
| All | -65.6% | +74.1% | -139.7% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling