+1,934.0%
VRT vs EWT
+315.8%
+1,618.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.8% |
| 7D | +10.5% | +9.1% | +1.4% | +0.1% |
| 30D | -9.3% | -12.2% | +2.9% | +5.8% |
| 3M | -29.6% | -9.4% | -20.2% | -20.5% |
| 6M | -45.4% | +2.7% | -48.0% | -45.8% |
| YTD | +24.8% | +53.3% | -28.5% | -20.6% |
| 1Y | +23.6% | +59.2% | -35.6% | -24.1% |
| 3Y | +379.7% | +157.1% | +222.6% | +92.6% |
| 5Y | +660.3% | +119.6% | +540.7% | +253.1% |
| All | +1,934.0% | +315.8% | +1,618.2% | +477.1% |
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 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