+79.0%
EWUS vs VT
+223.7%
-144.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +5.8% | -2.6% | +8.4% | +8.4% |
| 3M | -0.7% | -3.2% | +2.5% | +2.4% |
| 6M | +7.3% | +0.9% | +6.3% | +6.1% |
| YTD | +10.0% | +11.3% | -1.3% | -0.7% |
| 1Y | +17.5% | +14.0% | +3.5% | +3.6% |
| 3Y | +64.9% | +75.8% | -10.9% | -4.4% |
| 5Y | +12.8% | +57.8% | -45.0% | -27.7% |
| 10Y | +79.0% | +219.8% | -140.8% | -33.1% |
| All | +79.0% | +223.7% | -144.7% | -33.1% |
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