+912.3%
EWT vs VWO
+317.6%
+594.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.3% |
| 7D | -1.1% | -1.7% | +0.6% | +0.3% |
| 30D | +4.8% | -0.3% | +5.1% | +5.1% |
| 3M | +11.1% | +4.0% | +7.2% | +8.4% |
| 6M | +54.6% | +8.1% | +46.5% | +47.2% |
| YTD | +71.4% | +11.6% | +59.8% | +59.4% |
| 1Y | +82.1% | +16.2% | +65.9% | +64.3% |
| 3Y | +193.2% | +63.3% | +130.0% | +104.5% |
| 5Y | +146.1% | +33.4% | +112.7% | +100.4% |
| 10Y | +505.0% | +113.3% | +391.7% | +241.1% |
| All | +912.3% | +317.6% | +594.6% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling