+113.0%
VWO vs EAT
+374.9%
-261.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.8% | -7.7% | +5.9% | -0.9% |
| 30D | -0.1% | -13.6% | +13.5% | +1.5% |
| 3M | +2.2% | +33.9% | -31.6% | -1.6% |
| 6M | +8.8% | +47.2% | -38.5% | +3.1% |
| YTD | +12.4% | +48.1% | -35.7% | +6.3% |
| 1Y | +15.6% | +33.7% | -18.1% | +10.2% |
| 3Y | +62.5% | +595.8% | -533.3% | +22.4% |
| 5Y | +34.3% | +314.4% | -280.1% | +4.7% |
| All | +113.0% | +374.9% | -261.9% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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