+632.2%
VRT vs EWT
+114.1%
+518.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -1.7% |
| 7D | -17.7% | -3.7% | -14.0% | -13.0% |
| 30D | -20.0% | -17.2% | -2.8% | +4.4% |
| 3M | -28.1% | -7.3% | -20.7% | -19.5% |
| 6M | -42.8% | -1.5% | -41.4% | -41.2% |
| YTD | +20.0% | +49.0% | -29.1% | -32.3% |
| 1Y | +3.5% | +50.6% | -47.1% | -42.0% |
| 3Y | +366.1% | +148.9% | +217.2% | +35.7% |
| 5Y | +632.2% | +116.1% | +516.1% | +188.5% |
| All | +632.2% | +114.1% | +518.1% | +188.5% |
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