+407.5%
VUG vs EWT
+448.2%
-40.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.7% |
| 7D | +4.4% | +13.2% | -8.8% | -4.3% |
| 30D | -7.3% | -14.3% | +6.9% | +2.0% |
| 3M | -4.2% | -8.4% | +4.2% | +0.4% |
| 6M | -1.6% | +3.7% | -5.3% | -7.1% |
| YTD | +4.9% | +53.1% | -48.2% | -26.3% |
| 1Y | +3.8% | +55.5% | -51.7% | -28.0% |
| 3Y | +79.4% | +155.6% | -76.2% | -17.1% |
| 5Y | +63.9% | +119.3% | -55.4% | -14.9% |
| All | +407.5% | +448.2% | -40.7% | +41.3% |
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