+156.5%
EWA vs VT
+374.2%
-217.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +0.8% | +0.4% | +0.3% | +0.2% |
| 30D | +0.3% | +1.0% | -0.7% | -0.8% |
| 3M | +5.6% | +2.4% | +3.2% | +2.5% |
| 6M | +4.4% | +12.0% | -7.6% | -8.7% |
| YTD | +17.0% | +15.3% | +1.7% | -1.1% |
| 1Y | +15.9% | +22.6% | -6.7% | -8.9% |
| 3Y | +50.5% | +74.7% | -24.2% | -22.1% |
| 5Y | +39.9% | +66.1% | -26.2% | -23.6% |
| 10Y | +124.5% | +225.0% | -100.5% | -43.8% |
| All | +156.5% | +374.2% | -217.7% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling