+513.6%
EWT vs VTEB
+17.9%
+495.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.2% |
| 30D | +4.5% | -2.5% | +7.0% | +7.2% |
| 3M | +8.3% | -3.0% | +11.2% | +11.7% |
| 6M | +54.2% | -2.1% | +56.4% | +58.0% |
| YTD | +74.6% | -1.5% | +76.1% | +77.8% |
| 1Y | +84.9% | +0.2% | +84.7% | +85.4% |
| 3Y | +197.5% | +8.6% | +189.0% | +176.3% |
| 5Y | +150.6% | +1.2% | +149.4% | +147.6% |
| All | +513.6% | +17.9% | +495.7% | +496.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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