-24.5%
ADSK vs VWO
+34.0%
-58.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -2.5% | -1.8% | -0.8% | -1.1% |
| 30D | -14.9% | -0.1% | -14.8% | -14.9% |
| 3M | +3.3% | +2.2% | +1.1% | +0.5% |
| 6M | -15.7% | +8.8% | -24.4% | -23.2% |
| YTD | -28.2% | +12.4% | -40.6% | -37.2% |
| 1Y | -34.5% | +15.6% | -50.1% | -44.5% |
| 3Y | -2.9% | +62.5% | -65.4% | -44.1% |
| All | -24.5% | +34.0% | -58.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling