+2,010.2%
VRT vs EWT
+315.2%
+1,695.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +4.9% |
| 7D | +18.6% | +13.2% | +5.4% | +3.3% |
| 30D | -11.7% | -14.3% | +2.6% | +6.3% |
| 3M | -27.3% | -8.4% | -18.9% | -18.7% |
| 6M | -42.9% | +3.7% | -46.6% | -43.8% |
| YTD | +29.5% | +53.1% | -23.6% | -17.2% |
| 1Y | +21.0% | +55.5% | -34.5% | -23.5% |
| 3Y | +403.1% | +155.6% | +247.5% | +103.7% |
| 5Y | +688.8% | +119.3% | +569.5% | +268.0% |
| All | +2,010.2% | +315.2% | +1,695.0% | +501.4% |
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 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