+484.0%
V vs EWT
+448.9%
+35.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.9% | +9.1% | -8.2% | -3.2% |
| 30D | +9.0% | -12.2% | +21.2% | +14.6% |
| 3M | +16.7% | -9.4% | +26.1% | +20.4% |
| 6M | +33.4% | +2.7% | +30.8% | +26.2% |
| YTD | +22.4% | +53.3% | -30.9% | -9.0% |
| 1Y | +27.7% | +59.2% | -31.5% | -7.3% |
| 3Y | +78.0% | +157.1% | -79.1% | -10.6% |
| 5Y | +108.5% | +119.6% | -11.1% | +16.9% |
| All | +484.0% | +448.9% | +35.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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