+102.4%
EWI vs VT
+374.2%
-271.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -0.6% | +0.4% | -1.0% | -1.1% |
| 30D | -2.1% | +1.0% | -3.1% | -3.3% |
| 3M | +6.8% | +2.4% | +4.4% | +3.6% |
| 6M | +15.6% | +12.0% | +3.6% | +1.0% |
| YTD | +16.1% | +15.3% | +0.8% | -2.0% |
| 1Y | +26.2% | +22.6% | +3.6% | -1.1% |
| 3Y | +115.0% | +74.7% | +40.3% | +9.5% |
| 5Y | +124.6% | +66.1% | +58.4% | +21.5% |
| 10Y | +274.7% | +225.0% | +49.7% | -11.5% |
| All | +102.4% | +374.2% | -271.8% | -69.6% |
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 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