+216.7%
CTVA vs VWO
+87.0%
+129.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | -4.5% | -1.8% | -2.7% | -3.4% |
| 30D | +11.3% | -0.1% | +11.4% | +11.3% |
| 3M | +12.3% | +2.2% | +10.1% | +10.1% |
| 6M | +7.2% | +8.8% | -1.6% | -0.2% |
| YTD | +26.0% | +12.4% | +13.6% | +14.4% |
| 1Y | +16.0% | +15.6% | +0.4% | +2.9% |
| 3Y | +73.9% | +62.5% | +11.4% | +18.4% |
| 5Y | +103.8% | +34.3% | +69.5% | +59.9% |
| All | +216.7% | +87.0% | +129.7% | +78.0% |
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