+379.9%
CSCO vs VWO
+117.1%
+262.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +3.9% |
| 7D | +2.7% | -1.8% | +4.5% | +3.9% |
| 30D | -9.5% | -0.1% | -9.4% | -9.4% |
| 3M | -7.6% | +2.2% | -9.9% | -9.0% |
| 6M | +44.9% | +8.8% | +36.1% | +36.7% |
| YTD | +47.7% | +12.4% | +35.3% | +36.4% |
| 1Y | +69.1% | +15.6% | +53.5% | +53.1% |
| 3Y | +113.5% | +62.5% | +51.0% | +52.4% |
| 5Y | +122.8% | +34.3% | +88.5% | +79.5% |
| All | +379.9% | +117.1% | +262.8% | +180.8% |
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