+108.9%
EWW vs VT
+223.7%
-114.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -1.4% |
| 7D | +2.2% | +0.4% | +1.8% | +1.7% |
| 30D | +7.8% | -2.6% | +10.4% | +10.3% |
| 3M | +0.1% | -3.2% | +3.3% | +3.1% |
| 6M | -1.5% | +0.9% | -2.4% | -2.7% |
| YTD | +13.5% | +11.3% | +2.2% | +2.2% |
| 1Y | +18.3% | +14.0% | +4.3% | +4.0% |
| 3Y | +49.0% | +75.8% | -26.9% | -14.8% |
| 5Y | +83.1% | +57.8% | +25.2% | +16.3% |
| 10Y | +108.9% | +219.8% | -110.9% | -43.2% |
| All | +108.9% | +223.7% | -114.8% | -43.2% |
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 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