+84.9%
EWI vs VT
+346.0%
-261.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.6% |
| 7D | +1.2% | -2.3% | +3.5% | +4.0% |
| 30D | +0.3% | -5.0% | +5.3% | +6.4% |
| 3M | -10.5% | -4.9% | -5.6% | -5.1% |
| 6M | -3.3% | -1.5% | -1.8% | -1.7% |
| YTD | +6.1% | +8.5% | -2.4% | -3.8% |
| 1Y | +12.8% | +11.4% | +1.5% | -0.9% |
| 3Y | +100.5% | +70.1% | +30.4% | +5.2% |
| 5Y | +97.6% | +53.7% | +43.9% | +17.2% |
| 10Y | +263.0% | +220.0% | +43.1% | -13.1% |
| All | +84.9% | +346.0% | -261.1% | -70.1% |
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