+117.9%
EWX vs VT
+221.8%
-103.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +1.9% | +2.4% | -0.5% | -0.1% |
| 30D | -6.5% | -1.5% | -5.0% | -5.3% |
| 3M | -8.3% | -4.1% | -4.2% | -5.1% |
| 6M | -10.7% | +0.6% | -11.2% | -10.9% |
| YTD | +1.6% | +11.0% | -9.4% | -6.3% |
| 1Y | +1.7% | +13.3% | -11.6% | -7.8% |
| 3Y | +34.7% | +73.4% | -38.7% | -13.7% |
| 5Y | +24.9% | +57.4% | -32.6% | -13.9% |
| All | +117.9% | +221.8% | -103.9% | -23.8% |
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 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