+13.8%
VRT vs EWT
+54.0%
-40.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.2% | -11.7% | -11.3% |
| 7D | -15.4% | -10.9% | -4.5% | -1.9% |
| 30D | -19.0% | -17.7% | -1.2% | +4.6% |
| 3M | -23.8% | -5.0% | -18.8% | -18.0% |
| 6M | -37.9% | +7.4% | -45.2% | -42.4% |
| YTD | +27.0% | +52.8% | -25.8% | -39.8% |
| 1Y | +13.8% | +55.2% | -41.4% | -47.6% |
| All | +13.8% | +54.0% | -40.2% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling