+280.0%
EWN vs VT
+346.0%
-66.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | 0.0% |
| 7D | -1.5% | -2.3% | +0.8% | +1.1% |
| 30D | -5.0% | -5.0% | -0.1% | +0.4% |
| 3M | -7.5% | -4.9% | -2.6% | -2.3% |
| 6M | -2.8% | -1.5% | -1.3% | -0.8% |
| YTD | +12.2% | +8.5% | +3.7% | +3.4% |
| 1Y | +14.6% | +11.4% | +3.3% | +2.7% |
| 3Y | +76.5% | +70.1% | +6.4% | -0.1% |
| 5Y | +34.7% | +53.7% | -19.0% | -13.4% |
| 10Y | +228.9% | +220.0% | +9.0% | -4.9% |
| All | +280.0% | +346.0% | -66.0% | -23.1% |
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