-10.9%
DOW vs VWO
+76.4%
-87.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -6.0% | +0.2% | -6.2% | -6.2% |
| 30D | -2.7% | +0.9% | -3.6% | -3.7% |
| 3M | -10.5% | +4.3% | -14.7% | -14.9% |
| 6M | -12.4% | +10.5% | -23.0% | -23.2% |
| YTD | +30.0% | +13.4% | +16.7% | +10.8% |
| 1Y | +27.8% | +18.6% | +9.2% | +4.3% |
| 3Y | -34.9% | +65.8% | -100.7% | -62.3% |
| 5Y | -35.9% | +35.2% | -71.1% | -54.4% |
| All | -10.9% | +76.4% | -87.4% | -55.7% |
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