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  • VTI vs EW✓SelectedUSD · EWVTI vs EW performance historyLatest closeAs of-0.56%09/08
Stock and ETF performance explorer

VTI vs EW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+954.4%
EW return
+4,285.3%
Excess return
-3,330.9%
Maximum drawdown
-55.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEWExcessAlpha
1D-0.6%-3.5%+3.0%+0.4%
7D+0.6%-4.4%+5.1%+1.9%
30D-1.1%-3.3%+2.2%-0.2%
3M+3.9%+1.0%+2.9%+3.4%
6M+14.6%+6.2%+8.4%+12.2%
YTD+13.3%+1.7%+11.6%+12.1%
1Y+19.2%+8.1%+11.0%+15.6%
3Y+77.4%+17.1%+60.3%+61.7%
5Y+74.0%-29.4%+103.4%+80.3%
10Y+294.6%+121.7%+172.9%+186.8%
All+954.4%+4,285.3%-3,330.9%+197.4%

Cumulative growth

Daily Returns

Daily percentage return beside EW.

Daily Out/Under-Performance

Portfolio return minus EW return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EW 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 EW 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