+4,521.4%
DELL vs VWO
+109.2%
+4,412.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -3.9% |
| 7D | -1.9% | -1.7% | -0.2% | -0.2% |
| 30D | +14.9% | -0.3% | +15.2% | +15.4% |
| 3M | +37.2% | +4.0% | +33.2% | +32.9% |
| 6M | +254.0% | +8.1% | +245.9% | +232.0% |
| YTD | +306.1% | +11.6% | +294.5% | +270.5% |
| 1Y | +312.3% | +16.2% | +296.0% | +263.7% |
| 3Y | +654.0% | +63.3% | +590.8% | +402.9% |
| 5Y | +1,055.3% | +33.4% | +1,022.0% | +801.5% |
| 10Y | +3,948.9% | +113.3% | +3,835.6% | +2,165.0% |
| All | +4,521.4% | +109.2% | +4,412.2% | +2,521.9% |
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