+146.7%
B vs VWO
+328.1%
-181.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | +9.4% | +2.4% | +7.0% | +8.2% |
| 3M | +5.0% | +2.0% | +3.0% | +4.2% |
| 6M | -3.5% | +10.7% | -14.2% | -7.8% |
| YTD | +4.5% | +14.4% | -10.0% | -1.5% |
| 1Y | +67.8% | +22.7% | +45.1% | +53.2% |
| 3Y | +196.7% | +64.2% | +132.5% | +135.6% |
| 5Y | +151.9% | +35.8% | +116.2% | +117.4% |
| 10Y | +202.2% | +114.7% | +87.5% | +101.1% |
| All | +146.7% | +328.1% | -181.4% | -8.7% |
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