+201.4%
B vs VWO
+117.1%
+84.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -1.4% |
| 30D | +6.3% | -0.1% | +6.4% | +6.4% |
| 3M | +12.1% | +2.2% | +9.9% | +10.9% |
| 6M | -3.1% | +8.8% | -11.8% | -6.8% |
| YTD | +2.0% | +12.4% | -10.4% | -3.2% |
| 1Y | +51.7% | +15.6% | +36.1% | +42.3% |
| 3Y | +190.5% | +62.5% | +128.0% | +132.8% |
| 5Y | +158.0% | +34.3% | +123.7% | +120.2% |
| All | +201.4% | +117.1% | +84.3% | +71.8% |
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 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