-58.0%
C vs VWO
+293.9%
-351.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.3% |
| 7D | +4.7% | +4.0% | +0.7% | +0.6% |
| 30D | +0.2% | -5.4% | +5.6% | +5.9% |
| 3M | -9.3% | -6.4% | -2.9% | -3.3% |
| 6M | -0.8% | -4.7% | +3.8% | +3.6% |
| YTD | +8.5% | +5.3% | +3.2% | +2.2% |
| 1Y | +23.1% | +4.3% | +18.8% | +17.0% |
| 3Y | +220.8% | +55.9% | +164.8% | +100.8% |
| 5Y | +112.4% | +25.7% | +86.7% | +63.7% |
| 10Y | +217.9% | +111.0% | +106.9% | +46.2% |
| All | -58.0% | +293.9% | -351.9% | -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