+116.9%
EWO vs VT
+355.4%
-238.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.8% |
| 7D | +4.3% | -0.1% | +4.4% | +4.4% |
| 30D | +1.9% | -3.1% | +4.9% | +5.4% |
| 3M | -5.4% | -3.5% | -1.9% | -1.7% |
| 6M | +5.4% | +0.5% | +4.9% | +4.8% |
| YTD | +18.6% | +10.8% | +7.8% | +6.0% |
| 1Y | +32.6% | +11.9% | +20.7% | +17.2% |
| 3Y | +135.9% | +73.0% | +63.0% | +27.4% |
| 5Y | +100.5% | +58.6% | +41.9% | +19.3% |
| 10Y | +255.2% | +219.2% | +36.1% | -5.2% |
| All | +116.9% | +355.4% | -238.6% | -61.7% |
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