-34.5%
ADSK vs VWO
+16.3%
-50.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -2.5% | -1.8% | -0.8% | -2.6% |
| 30D | -14.9% | -0.1% | -14.8% | -14.9% |
| 3M | +3.3% | +2.2% | +1.1% | +3.3% |
| 6M | -15.7% | +8.8% | -24.4% | -17.0% |
| YTD | -28.2% | +12.4% | -40.6% | -30.9% |
| 1Y | -34.5% | +15.6% | -50.1% | -37.9% |
| All | -34.5% | +16.3% | -50.9% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling