-35.7%
DOW vs VWO
+62.9%
-98.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.5% |
| 7D | -1.4% | -1.8% | +0.4% | -0.3% |
| 30D | -3.9% | -0.1% | -3.8% | -4.0% |
| 3M | -12.7% | +2.2% | -14.9% | -14.6% |
| 6M | -13.7% | +8.8% | -22.4% | -21.5% |
| YTD | +28.4% | +12.4% | +16.0% | +11.9% |
| 1Y | +21.8% | +15.6% | +6.2% | +3.1% |
| 3Y | -35.7% | +62.5% | -98.2% | -61.2% |
| All | -35.7% | +62.9% | -98.6% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling