+40.9%
DUK vs VWO
+34.0%
+6.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | -3.0% | +2.2% | -5.2% | -3.1% |
| 6M | -6.6% | +8.8% | -15.3% | -7.2% |
| YTD | +4.6% | +12.4% | -7.8% | +3.4% |
| 1Y | +1.2% | +15.6% | -14.4% | -0.3% |
| 3Y | +45.7% | +62.5% | -16.9% | +36.1% |
| All | +40.9% | +34.0% | +6.9% | +27.2% |
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 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