+2,860.3%
DE vs VWO
+317.6%
+2,542.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.2% |
| 7D | -2.4% | -1.7% | -0.7% | -1.1% |
| 30D | +9.7% | -0.3% | +10.0% | +9.9% |
| 3M | +21.4% | +4.0% | +17.4% | +17.6% |
| 6M | +15.0% | +8.1% | +6.9% | +7.8% |
| YTD | +46.4% | +11.6% | +34.8% | +33.8% |
| 1Y | +45.6% | +16.2% | +29.4% | +28.7% |
| 3Y | +76.8% | +63.3% | +13.5% | +20.5% |
| 5Y | +99.4% | +33.4% | +66.1% | +55.8% |
| 10Y | +864.6% | +113.3% | +751.2% | +425.8% |
| All | +2,860.3% | +317.6% | +2,542.6% | +851.8% |
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 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