+74.1%
EWG vs VT
+74.1%
-0.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +0.9% |
| 7D | +2.0% | +0.4% | +1.6% | +1.5% |
| 30D | +5.0% | -2.6% | +7.6% | +7.5% |
| 3M | -2.3% | -3.2% | +0.9% | +0.7% |
| 6M | +2.8% | +0.9% | +1.9% | +1.7% |
| YTD | +3.2% | +11.3% | -8.1% | -6.9% |
| 1Y | +8.3% | +14.0% | -5.7% | -4.4% |
| 3Y | +74.1% | +75.8% | -1.8% | -1.0% |
| All | +74.1% | +74.1% | -0.1% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling