+192.2%
EWT vs VEU
+72.0%
+120.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -0.8% |
| 7D | -1.1% | -1.9% | +0.8% | +1.6% |
| 30D | +4.8% | -0.7% | +5.5% | +5.9% |
| 3M | +11.1% | +4.9% | +6.3% | +5.1% |
| 6M | +54.6% | +9.8% | +44.8% | +38.7% |
| YTD | +71.4% | +15.3% | +56.1% | +44.9% |
| 1Y | +82.1% | +23.0% | +59.1% | +42.1% |
| All | +192.2% | +72.0% | +120.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling