+513.6%
EWT vs VWO
+117.1%
+396.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.2% |
| 7D | -1.1% | -1.8% | +0.6% | +0.6% |
| 30D | +4.5% | -0.1% | +4.6% | +4.6% |
| 3M | +8.3% | +2.2% | +6.0% | +6.7% |
| 6M | +54.2% | +8.8% | +45.5% | +44.7% |
| YTD | +74.6% | +12.4% | +62.2% | +59.3% |
| 1Y | +84.9% | +15.6% | +69.3% | +64.9% |
| 3Y | +197.5% | +62.5% | +135.0% | +98.0% |
| 5Y | +150.6% | +34.3% | +116.3% | +95.2% |
| All | +513.6% | +117.1% | +396.5% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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