-12.4%
DOW vs VWO
+12.9%
-25.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -1.0% |
| 7D | -6.0% | +0.2% | -6.2% | -5.9% |
| 30D | -2.7% | +0.9% | -3.6% | -2.1% |
| 3M | -10.5% | +4.3% | -14.7% | -7.2% |
| 6M | -12.4% | +10.5% | -23.0% | -3.1% |
| All | -12.4% | +12.9% | -25.3% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling