+604.8%
ADSK vs VWO
+320.5%
+284.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -2.5% | -1.8% | -0.8% | -1.2% |
| 30D | -14.9% | -0.1% | -14.8% | -14.9% |
| 3M | +3.3% | +2.2% | +1.1% | +0.7% |
| 6M | -15.7% | +8.8% | -24.4% | -22.3% |
| YTD | -28.2% | +12.4% | -40.6% | -35.8% |
| 1Y | -34.5% | +15.6% | -50.1% | -42.8% |
| 3Y | -2.9% | +62.5% | -65.4% | -35.2% |
| 5Y | -25.3% | +34.3% | -59.6% | -41.5% |
| 10Y | +217.8% | +114.8% | +103.0% | +81.1% |
| All | +604.8% | +320.5% | +284.3% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling