+271.9%
EWI vs VT
+223.7%
+48.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +2.1% |
| 7D | +5.1% | +0.4% | +4.7% | +4.7% |
| 30D | +5.2% | -2.6% | +7.8% | +8.2% |
| 3M | -6.5% | -3.2% | -3.2% | -3.2% |
| 6M | +2.2% | +0.9% | +1.2% | +1.1% |
| YTD | +11.2% | +11.3% | -0.1% | -0.6% |
| 1Y | +17.3% | +14.0% | +3.3% | +2.2% |
| 3Y | +111.8% | +75.8% | +36.0% | +15.4% |
| 5Y | +109.3% | +57.8% | +51.4% | +28.4% |
| 10Y | +271.9% | +219.8% | +52.1% | -1.8% |
| All | +271.9% | +223.7% | +48.2% | -1.8% |
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