-58.0%
C vs VWO
+293.6%
-351.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +4.2% | +2.0% | +2.2% | +2.1% |
| 30D | +2.0% | -4.3% | +6.3% | +6.5% |
| 3M | -10.1% | -6.4% | -3.7% | -4.1% |
| 6M | +1.0% | -5.6% | +6.6% | +6.7% |
| YTD | +8.5% | +5.2% | +3.3% | +2.2% |
| 1Y | +25.7% | +5.2% | +20.6% | +18.6% |
| 3Y | +216.0% | +55.5% | +160.5% | +98.4% |
| 5Y | +112.3% | +25.6% | +86.7% | +63.8% |
| 10Y | +217.8% | +110.8% | +107.0% | +46.3% |
| All | -58.0% | +293.6% | -351.6% | -84.5% |
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