+948.7%
VTI vs EWT
+1,117.6%
-168.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.4% | +2.1% | -2.5% | -1.3% |
| 30D | -1.6% | +9.4% | -11.0% | -5.7% |
| 3M | +3.6% | +10.9% | -7.3% | -2.2% |
| 6M | +13.0% | +57.9% | -44.9% | -10.4% |
| YTD | +12.7% | +75.9% | -63.2% | -15.3% |
| 1Y | +18.4% | +89.7% | -71.3% | -14.4% |
| 3Y | +76.4% | +200.9% | -124.4% | +1.3% |
| 5Y | +73.7% | +154.5% | -80.8% | +7.7% |
| 10Y | +302.5% | +520.8% | -218.3% | +65.7% |
| All | +948.7% | +1,117.6% | -168.9% | +191.2% |
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