+118.3%
EWA vs VT
+223.7%
-105.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.3% |
| 30D | +3.7% | -2.6% | +6.3% | +6.6% |
| 3M | -2.4% | -3.2% | +0.8% | +1.1% |
| 6M | +1.9% | +0.9% | +0.9% | +0.4% |
| YTD | +14.9% | +11.3% | +3.6% | +1.3% |
| 1Y | +15.7% | +14.0% | +1.7% | -0.7% |
| 3Y | +53.5% | +75.8% | -22.3% | -20.2% |
| 5Y | +38.7% | +57.8% | -19.2% | -18.2% |
| 10Y | +118.3% | +219.8% | -101.5% | -43.7% |
| All | +118.3% | +223.7% | -105.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling