+157.2%
EXC vs VWO
+115.6%
+41.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.3% |
| 3M | -4.0% | +4.0% | -7.9% | -5.9% |
| 6M | -9.8% | +8.1% | -17.9% | -13.6% |
| YTD | +2.3% | +11.6% | -9.3% | -3.7% |
| 1Y | +3.8% | +16.2% | -12.4% | -4.3% |
| 3Y | +19.7% | +63.3% | -43.5% | -8.6% |
| 5Y | +45.6% | +33.4% | +12.3% | +22.9% |
| All | +157.2% | +115.6% | +41.6% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling