+161.1%
VEA vs EWT
+523.5%
-362.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | 0.0% |
| 7D | -1.5% | -1.1% | -0.3% | -0.8% |
| 30D | -0.8% | +4.5% | -5.3% | -3.4% |
| 3M | +2.5% | +8.3% | -5.8% | -3.1% |
| 6M | +11.1% | +54.2% | -43.1% | -16.0% |
| YTD | +17.2% | +74.6% | -57.4% | -18.1% |
| 1Y | +24.5% | +84.9% | -60.4% | -16.3% |
| 3Y | +75.4% | +197.5% | -122.1% | -15.7% |
| 5Y | +61.1% | +150.6% | -89.5% | -13.9% |
| All | +161.1% | +523.5% | -362.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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