+242.0%
EWN vs VT
+221.4%
+20.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +2.9% | +1.0% | +1.9% | +1.7% |
| 30D | +0.1% | -0.2% | +0.4% | +0.4% |
| 3M | +5.0% | +4.5% | +0.5% | +0.3% |
| 6M | +20.4% | +14.1% | +6.3% | +5.0% |
| YTD | +22.7% | +14.8% | +7.9% | +6.5% |
| 1Y | +34.1% | +21.2% | +12.9% | +9.8% |
| 3Y | +90.7% | +76.6% | +14.2% | +4.9% |
| 5Y | +46.9% | +66.6% | -19.7% | -13.4% |
| 10Y | +242.0% | +222.3% | +19.7% | +8.5% |
| All | +242.0% | +221.4% | +20.6% | +8.5% |
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