+149.4%
EWT vs VWO
+34.0%
+115.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.1% |
| 7D | -1.1% | -1.8% | +0.6% | +0.8% |
| 30D | +4.5% | -0.1% | +4.6% | +4.6% |
| 3M | +8.3% | +2.2% | +6.0% | +6.5% |
| 6M | +54.2% | +8.8% | +45.5% | +43.4% |
| YTD | +74.6% | +12.4% | +62.2% | +57.4% |
| 1Y | +84.9% | +15.6% | +69.3% | +62.6% |
| 3Y | +197.5% | +62.5% | +135.0% | +90.9% |
| All | +149.4% | +34.0% | +115.4% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling