+1,065.6%
VRT vs EWT
+152.4%
+913.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +4.4% |
| 7D | +13.6% | +1.6% | +12.0% | +11.2% |
| 30D | +6.8% | +8.2% | -1.4% | -4.0% |
| 3M | -3.2% | +11.1% | -14.3% | -14.7% |
| 6M | +20.3% | +60.4% | -40.1% | -38.4% |
| YTD | +79.6% | +75.6% | +4.0% | -18.5% |
| 1Y | +139.0% | +91.3% | +47.7% | -2.9% |
| 3Y | +644.6% | +200.3% | +444.3% | +72.5% |
| All | +1,065.6% | +152.4% | +913.2% | +249.4% |
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