+56.1%
EWH vs VT
+224.4%
-168.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.7% |
| 7D | -1.5% | -0.7% | -0.8% | -1.1% |
| 30D | +5.0% | -1.7% | +6.8% | +6.2% |
| 3M | +2.6% | -2.3% | +4.9% | +4.2% |
| 6M | -3.6% | +1.5% | -5.2% | -5.0% |
| YTD | +10.3% | +12.0% | -1.8% | +1.2% |
| 1Y | +6.0% | +12.9% | -6.9% | -3.3% |
| 3Y | +55.8% | +74.9% | -19.2% | +3.4% |
| 5Y | +14.1% | +59.9% | -45.8% | -19.6% |
| 10Y | +56.1% | +224.6% | -168.5% | -38.6% |
| All | +56.1% | +224.4% | -168.2% | -38.6% |
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