+2,545.5%
VRT vs EWT
+377.1%
+2,168.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.8% |
| 7D | +2.4% | +2.1% | +0.3% | 0.0% |
| 30D | -2.7% | +9.4% | -12.0% | -11.9% |
| 3M | -9.2% | +10.9% | -20.1% | -17.6% |
| 6M | -0.5% | +57.9% | -58.5% | -40.1% |
| YTD | +62.3% | +75.9% | -13.6% | -12.4% |
| 1Y | +109.6% | +89.7% | +19.9% | +5.3% |
| 3Y | +573.1% | +200.9% | +372.2% | +125.8% |
| 5Y | +953.6% | +154.5% | +799.1% | +311.8% |
| All | +2,545.5% | +377.1% | +2,168.4% | +536.9% |
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