-53.6%
C vs VWO
+328.1%
-381.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | +3.6% | +1.1% | +2.6% | +2.5% |
| 30D | +0.1% | +2.4% | -2.3% | -2.3% |
| 3M | +2.4% | +2.0% | +0.4% | +0.2% |
| 6M | +24.9% | +10.7% | +14.3% | +12.3% |
| YTD | +19.8% | +14.4% | +5.4% | +3.9% |
| 1Y | +44.9% | +22.7% | +22.2% | +16.8% |
| 3Y | +263.0% | +64.2% | +198.8% | +116.1% |
| 5Y | +129.5% | +35.8% | +93.8% | +63.9% |
| 10Y | +291.6% | +114.7% | +176.9% | +76.3% |
| All | -53.6% | +328.1% | -381.7% | -84.2% |
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