+1,278.0%
AAPL vs VWO
+117.1%
+1,160.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.2% |
| 7D | +3.8% | -1.8% | +5.6% | +5.3% |
| 30D | +9.9% | -0.1% | +10.0% | +9.9% |
| 3M | +12.5% | +2.2% | +10.3% | +9.9% |
| 6M | +27.6% | +8.8% | +18.9% | +17.7% |
| YTD | +22.6% | +12.4% | +10.2% | +9.6% |
| 1Y | +45.0% | +15.6% | +29.4% | +26.4% |
| 3Y | +87.8% | +62.5% | +25.2% | +20.6% |
| 5Y | +128.7% | +34.3% | +94.4% | +73.0% |
| All | +1,278.0% | +117.1% | +1,160.9% | +647.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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