+1,250.4%
VUG vs EWT
+957.6%
+292.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -1.5% |
| 7D | -0.1% | +4.0% | -4.1% | -2.2% |
| 30D | -0.3% | +10.3% | -10.6% | -5.6% |
| 3M | -0.7% | +6.1% | -6.8% | -4.7% |
| 6M | +14.6% | +56.6% | -42.0% | -12.0% |
| YTD | +9.0% | +76.6% | -67.6% | -21.9% |
| 1Y | +14.9% | +97.9% | -83.0% | -22.9% |
| 3Y | +86.0% | +198.0% | -111.9% | -1.2% |
| 5Y | +76.7% | +151.8% | -75.1% | +3.1% |
| 10Y | +411.3% | +514.1% | -102.8% | +88.3% |
| All | +1,250.4% | +957.6% | +292.9% | +253.6% |
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