+88.0%
EWO vs VT
+53.4%
+34.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +0.1% | -2.3% | +2.4% | +2.4% |
| 30D | -2.7% | -5.0% | +2.3% | +2.2% |
| 3M | -10.6% | -4.9% | -5.7% | -6.1% |
| 6M | +0.4% | -1.5% | +1.9% | +1.9% |
| YTD | +13.9% | +8.5% | +5.4% | +5.3% |
| 1Y | +29.7% | +11.4% | +18.3% | +16.9% |
| 3Y | +127.3% | +70.1% | +57.3% | +32.9% |
| All | +88.0% | +53.4% | +34.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling