-98.4%
EWV vs VT
+374.2%
-472.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.9% | +0.4% | -5.3% | -4.1% |
| 30D | -5.9% | +1.0% | -6.8% | -4.1% |
| 3M | -11.1% | +2.4% | -13.5% | -5.6% |
| 6M | -22.6% | +12.0% | -34.6% | -2.7% |
| YTD | -36.3% | +15.3% | -51.7% | -15.3% |
| 1Y | -43.2% | +22.6% | -65.8% | -15.9% |
| 3Y | -67.4% | +74.7% | -142.1% | -6.2% |
| 5Y | -63.0% | +66.1% | -129.2% | +12.8% |
| 10Y | -89.2% | +225.0% | -314.2% | +27.2% |
| All | -98.4% | +374.2% | -472.6% | -8.8% |
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