+101.1%
AKAM vs VWO
+117.1%
-16.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +1.5% | -1.8% | +3.3% | +2.5% |
| 30D | -13.0% | -0.1% | -12.9% | -12.9% |
| 3M | -19.4% | +2.2% | -21.6% | -20.4% |
| 6M | +0.3% | +8.8% | -8.4% | -4.2% |
| YTD | +22.4% | +12.4% | +10.0% | +14.3% |
| 1Y | +34.8% | +15.6% | +19.3% | +23.8% |
| 3Y | +1.9% | +62.5% | -60.6% | -22.4% |
| 5Y | -4.6% | +34.3% | -38.9% | -20.6% |
| All | +101.1% | +117.1% | -16.0% | +31.9% |
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 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