+384.8%
V vs EWT
+510.6%
-125.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.9% | +2.1% | -5.0% | -3.9% |
| 30D | +1.9% | +9.4% | -7.5% | -2.6% |
| 3M | +13.2% | +10.9% | +2.4% | +6.0% |
| 6M | +16.7% | +57.9% | -41.2% | -11.7% |
| YTD | +5.4% | +75.9% | -70.5% | -25.5% |
| 1Y | +7.7% | +89.7% | -82.0% | -27.7% |
| 3Y | +52.0% | +200.9% | -148.9% | -28.3% |
| 5Y | +67.7% | +154.5% | -86.8% | -11.2% |
| 10Y | +384.8% | +520.8% | -136.0% | +29.7% |
| All | +384.8% | +510.6% | -125.9% | +29.7% |
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