+136.1%
C vs VWO
+32.1%
+104.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.7% |
| 7D | +0.3% | -1.7% | +2.0% | +1.6% |
| 30D | +2.0% | -0.3% | +2.3% | +2.2% |
| 3M | +4.4% | +4.0% | +0.4% | +1.0% |
| 6M | +28.3% | +8.1% | +20.2% | +19.9% |
| YTD | +20.5% | +11.6% | +8.9% | +9.6% |
| 1Y | +45.5% | +16.2% | +29.3% | +27.9% |
| 3Y | +274.0% | +63.3% | +210.8% | +146.5% |
| 5Y | +136.1% | +33.4% | +102.8% | +82.4% |
| All | +136.1% | +32.1% | +104.0% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling