+91.7%
EWI vs VT
+360.7%
-268.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -2.5% |
| 7D | -0.2% | -0.7% | +0.5% | +0.5% |
| 30D | +4.3% | -1.7% | +6.1% | +6.5% |
| 3M | -7.1% | -2.3% | -4.8% | -4.6% |
| 6M | +0.8% | +1.5% | -0.7% | -1.2% |
| YTD | +10.0% | +12.0% | -2.1% | -4.0% |
| 1Y | +12.6% | +12.9% | -0.2% | -2.6% |
| 3Y | +108.2% | +74.9% | +33.2% | +5.7% |
| 5Y | +108.0% | +59.9% | +48.0% | +17.7% |
| 10Y | +268.7% | +224.6% | +44.0% | -13.1% |
| All | +91.7% | +360.7% | -268.9% | -70.2% |
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