+44.6%
DLR vs VWO
+34.0%
+10.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +0.1% | -1.8% | +1.9% | +1.2% |
| 30D | -4.3% | -0.1% | -4.2% | -4.2% |
| 3M | +3.8% | +2.2% | +1.6% | +2.2% |
| 6M | +5.8% | +8.8% | -2.9% | +0.1% |
| YTD | +23.5% | +12.4% | +11.1% | +14.2% |
| 1Y | +11.1% | +15.6% | -4.5% | +0.8% |
| 3Y | +57.9% | +62.5% | -4.6% | +14.1% |
| All | +44.6% | +34.0% | +10.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling