+2.9%
EXC vs VWO
+16.3%
-13.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.4% |
| 7D | -1.1% | -1.8% | +0.7% | -1.4% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -4.3% | +2.2% | -6.5% | -3.8% |
| 6M | -9.9% | +8.8% | -18.7% | -9.7% |
| YTD | +1.8% | +12.4% | -10.6% | +1.9% |
| 1Y | +2.9% | +15.6% | -12.7% | +3.7% |
| All | +2.9% | +16.3% | -13.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling