+303.2%
EWBC vs VT
+215.5%
+87.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.5% |
| 7D | -0.9% | -2.3% | +1.4% | +2.2% |
| 30D | +3.5% | -5.0% | +8.4% | +10.6% |
| 3M | -1.7% | -4.9% | +3.2% | +4.8% |
| 6M | +4.2% | -1.5% | +5.7% | +5.2% |
| YTD | +17.6% | +8.5% | +9.1% | +3.4% |
| 1Y | +29.4% | +11.4% | +18.1% | +9.7% |
| 3Y | +139.2% | +70.1% | +69.2% | +12.7% |
| 5Y | +76.4% | +53.7% | +22.7% | -1.6% |
| All | +303.2% | +215.5% | +87.6% | -4.4% |
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