+67.1%
V vs EWT
+154.5%
-87.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | +1.9% | +8.2% | -6.3% | -0.4% |
| 3M | +15.5% | +11.1% | +4.5% | +11.2% |
| 6M | +16.6% | +60.4% | -43.8% | -3.1% |
| YTD | +5.7% | +75.6% | -69.8% | -15.5% |
| 1Y | +8.6% | +91.3% | -82.8% | -16.6% |
| 3Y | +52.5% | +200.3% | -147.8% | -11.9% |
| 5Y | +67.1% | +156.4% | -89.3% | +8.1% |
| All | +67.1% | +154.5% | -87.3% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling