+86.9%
EWW vs VT
+57.5%
+29.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.3% |
| 7D | +3.6% | -0.1% | +3.8% | +3.6% |
| 30D | +7.6% | -3.1% | +10.7% | +10.3% |
| 3M | +0.7% | -3.5% | +4.2% | +3.6% |
| 6M | -1.6% | +0.5% | -2.1% | -2.2% |
| YTD | +13.4% | +10.8% | +2.6% | +4.0% |
| 1Y | +17.9% | +11.9% | +6.1% | +7.4% |
| 3Y | +45.9% | +73.0% | -27.0% | -7.1% |
| 5Y | +86.9% | +58.6% | +28.3% | +26.7% |
| All | +86.9% | +57.5% | +29.4% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling