+126.0%
EWG vs VT
+374.2%
-248.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | +0.4% | -2.0% | -2.0% |
| 30D | +0.6% | +1.0% | -0.4% | -0.5% |
| 3M | +3.9% | +2.4% | +1.6% | +1.2% |
| 6M | +6.3% | +12.0% | -5.7% | -6.1% |
| YTD | +5.3% | +15.3% | -10.0% | -9.9% |
| 1Y | +8.3% | +22.6% | -14.3% | -13.4% |
| 3Y | +68.9% | +74.7% | -5.8% | -9.3% |
| 5Y | +41.8% | +66.1% | -24.4% | -19.2% |
| 10Y | +109.9% | +225.0% | -115.1% | -43.6% |
| All | +126.0% | +374.2% | -248.2% | -61.9% |
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