+157.1%
EWT vs VXUS
+69.0%
+88.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +9.1% | +2.1% | +7.0% | +6.1% |
| 30D | -12.2% | -1.1% | -11.1% | -10.2% |
| 3M | -9.4% | -5.6% | -3.8% | -1.0% |
| 6M | +2.7% | -2.3% | +4.9% | +8.0% |
| YTD | +53.3% | +10.4% | +42.9% | +38.4% |
| 1Y | +59.2% | +13.1% | +46.1% | +39.4% |
| 3Y | +157.1% | +68.0% | +89.1% | +40.4% |
| All | +157.1% | +69.0% | +88.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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