+651.5%
ADI vs VWO
+117.1%
+534.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.1% |
| 7D | +4.6% | -1.8% | +6.3% | +6.6% |
| 30D | -1.2% | -0.1% | -1.1% | -1.0% |
| 3M | -7.8% | +2.2% | -10.0% | -9.4% |
| 6M | +19.3% | +8.8% | +10.6% | +10.0% |
| YTD | +40.9% | +12.4% | +28.5% | +25.4% |
| 1Y | +54.5% | +15.6% | +38.9% | +33.7% |
| 3Y | +123.4% | +62.5% | +60.9% | +36.7% |
| 5Y | +142.3% | +34.3% | +108.0% | +79.9% |
| All | +651.5% | +117.1% | +534.4% | +274.2% |
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