+217.6%
EZPW vs VT
+224.5%
-6.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.0% | +0.4% | +0.5% | +0.7% |
| 30D | +11.9% | +1.0% | +10.9% | +11.1% |
| 3M | +3.6% | +2.4% | +1.3% | +2.1% |
| 6M | +25.9% | +12.0% | +13.9% | +15.9% |
| YTD | +71.6% | +15.3% | +56.2% | +54.6% |
| 1Y | +97.2% | +22.6% | +74.6% | +70.0% |
| 3Y | +296.2% | +74.7% | +221.5% | +155.6% |
| 5Y | +383.6% | +66.1% | +317.5% | +221.9% |
| All | +217.6% | +224.5% | -6.8% | +14.0% |
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