+2,723.0%
VRT vs EWT
+378.9%
+2,344.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +2.3% |
| 7D | +9.1% | +4.0% | +5.2% | +4.5% |
| 30D | +0.9% | +10.3% | -9.4% | -9.5% |
| 3M | -13.4% | +6.1% | -19.5% | -17.6% |
| 6M | +11.7% | +56.6% | -44.9% | -32.0% |
| YTD | +73.2% | +76.6% | -3.3% | -6.8% |
| 1Y | +123.4% | +97.9% | +25.6% | +7.2% |
| 3Y | +606.2% | +198.0% | +408.2% | +138.8% |
| 5Y | +899.9% | +151.8% | +748.1% | +293.6% |
| All | +2,723.0% | +378.9% | +2,344.1% | +577.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling