-98.0%
EWV vs VT
+345.0%
-443.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -4.1% | +15.9% | +5.3% |
| 7D | +14.3% | -4.2% | +18.5% | +7.6% |
| 30D | +25.7% | -5.8% | +31.5% | +15.3% |
| 3M | +15.5% | -5.2% | +20.8% | +7.8% |
| 6M | -1.7% | +0.1% | -1.9% | +2.4% |
| YTD | -21.9% | +8.2% | -30.1% | -4.8% |
| 1Y | -23.3% | +10.1% | -33.4% | -3.5% |
| 3Y | -60.4% | +69.7% | -130.0% | +9.5% |
| 5Y | -55.8% | +53.4% | -109.1% | +19.8% |
| 10Y | -86.8% | +219.2% | -306.0% | +51.8% |
| All | -98.0% | +345.0% | -443.0% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling