+134.1%
EWU vs VT
+345.0%
-210.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | +1.9% |
| 7D | +0.4% | -4.2% | +4.6% | +4.6% |
| 30D | +3.3% | -5.8% | +9.1% | +9.4% |
| 3M | -1.0% | -5.2% | +4.3% | +4.2% |
| 6M | +4.6% | +0.1% | +4.4% | +3.9% |
| YTD | +10.5% | +8.2% | +2.2% | +1.6% |
| 1Y | +16.2% | +10.1% | +6.1% | +5.0% |
| 3Y | +71.7% | +69.7% | +2.0% | -0.5% |
| 5Y | +73.6% | +53.4% | +20.2% | +10.2% |
| 10Y | +137.8% | +219.2% | -81.4% | -29.6% |
| All | +134.1% | +345.0% | -210.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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