+118.2%
EZPW vs VT
+345.0%
-226.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | +0.8% |
| 7D | -1.3% | -4.2% | +2.8% | +2.4% |
| 30D | -6.9% | -5.8% | -1.1% | -1.8% |
| 3M | -3.6% | -5.2% | +1.7% | +1.3% |
| 6M | -14.0% | +0.1% | -14.2% | -13.7% |
| YTD | +47.9% | +8.2% | +39.7% | +38.8% |
| 1Y | +59.6% | +10.1% | +49.4% | +47.6% |
| 3Y | +238.3% | +69.7% | +168.6% | +110.1% |
| 5Y | +268.2% | +53.4% | +214.8% | +147.0% |
| 10Y | +199.2% | +219.2% | -20.1% | +0.8% |
| All | +118.2% | +345.0% | -226.7% | -38.6% |
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