+142.1%
CI vs VWO
+117.1%
+25.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.8% |
| 30D | +1.8% | -0.1% | +1.9% | +1.8% |
| 3M | -4.2% | +2.2% | -6.5% | -5.7% |
| 6M | +8.8% | +8.8% | +0.1% | +3.1% |
| YTD | +3.7% | +12.4% | -8.7% | -3.7% |
| 1Y | -6.1% | +15.6% | -21.7% | -14.3% |
| 3Y | +4.5% | +62.5% | -58.0% | -23.4% |
| 5Y | +50.5% | +34.3% | +16.3% | +24.0% |
| All | +142.1% | +117.1% | +25.0% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling