+746.0%
AZN vs VWO
+320.5%
+425.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | -12.1% | +2.2% | -14.4% | -13.3% |
| 6M | -17.1% | +8.8% | -25.9% | -20.5% |
| YTD | -12.0% | +12.4% | -24.4% | -16.8% |
| 1Y | -0.2% | +15.6% | -15.8% | -6.9% |
| 3Y | +26.8% | +62.5% | -35.7% | +1.5% |
| 5Y | +56.9% | +34.3% | +22.6% | +35.0% |
| 10Y | +226.7% | +114.8% | +112.0% | +124.0% |
| All | +746.0% | +320.5% | +425.5% | +310.1% |
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