+172.5%
VEA vs EWT
+633.3%
-460.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.9% | +1.6% | +0.2% | +0.8% |
| 30D | +0.8% | +8.2% | -7.4% | -4.3% |
| 3M | +5.7% | +11.1% | -5.4% | -2.3% |
| 6M | +13.3% | +60.4% | -47.1% | -18.2% |
| YTD | +18.4% | +75.6% | -57.2% | -19.6% |
| 1Y | +27.0% | +91.3% | -64.4% | -18.8% |
| 3Y | +79.3% | +200.3% | -121.0% | -17.2% |
| 5Y | +62.1% | +156.4% | -94.2% | -17.3% |
| 10Y | +160.3% | +495.8% | -335.5% | -26.7% |
| All | +172.5% | +633.3% | -460.7% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling