+402.8%
VUG vs EWT
+448.9%
-46.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +2.5% | +9.1% | -6.6% | -3.6% |
| 30D | -6.3% | -12.2% | +5.9% | +1.5% |
| 3M | -6.0% | -9.4% | +3.4% | -0.7% |
| 6M | -3.5% | +2.7% | -6.2% | -8.3% |
| YTD | +3.9% | +53.3% | -49.4% | -27.1% |
| 1Y | +5.1% | +59.2% | -54.1% | -28.4% |
| 3Y | +77.9% | +157.1% | -79.2% | -18.2% |
| 5Y | +62.4% | +119.6% | -57.2% | -15.8% |
| All | +402.8% | +448.9% | -46.1% | +39.9% |
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 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