+148.2%
EZPW vs VT
+221.8%
-73.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.1% |
| 7D | -3.5% | +2.4% | -5.9% | -5.2% |
| 30D | -15.8% | -1.5% | -14.3% | -14.7% |
| 3M | -3.8% | -4.1% | +0.3% | -0.5% |
| 6M | -16.5% | +0.6% | -17.0% | -16.4% |
| YTD | +41.9% | +11.0% | +30.8% | +32.0% |
| 1Y | +58.2% | +13.3% | +44.9% | +45.0% |
| 3Y | +233.9% | +73.4% | +160.5% | +117.6% |
| 5Y | +239.7% | +57.4% | +182.3% | +137.2% |
| All | +148.2% | +221.8% | -73.6% | -9.0% |
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