+84.9%
VUG vs EWT
+200.7%
-115.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.1% | +2.1% | -2.0% | -1.0% |
| 30D | -1.7% | +9.4% | -11.1% | -6.4% |
| 3M | +2.8% | +10.9% | -8.1% | -3.5% |
| 6M | +13.6% | +57.9% | -44.3% | -14.5% |
| YTD | +8.1% | +75.9% | -67.8% | -24.4% |
| 1Y | +13.1% | +89.7% | -76.6% | -24.7% |
| All | +84.9% | +200.7% | -115.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling