+76.9%
EWUS vs VT
+215.5%
-138.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | +0.4% | -2.3% | +2.7% | +2.7% |
| 30D | +4.5% | -5.0% | +9.5% | +9.7% |
| 3M | -1.8% | -4.9% | +3.1% | +3.0% |
| 6M | +4.1% | -1.5% | +5.7% | +5.5% |
| YTD | +7.5% | +8.5% | -1.0% | -0.6% |
| 1Y | +15.0% | +11.4% | +3.7% | +3.8% |
| 3Y | +62.1% | +70.1% | -8.0% | -3.0% |
| 5Y | +10.6% | +53.7% | -43.1% | -27.3% |
| All | +76.9% | +215.5% | -138.6% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling