+46.6%
EXC vs VWO
+34.2%
+12.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | -0.9% | +0.9% | -1.8% | -1.0% |
| 3M | -2.7% | +4.3% | -6.9% | -3.3% |
| 6M | -9.4% | +10.5% | -19.9% | -11.1% |
| YTD | +3.0% | +13.4% | -10.3% | +0.5% |
| 1Y | +5.1% | +18.6% | -13.4% | +1.5% |
| 3Y | +20.6% | +65.8% | -45.2% | +6.4% |
| All | +46.6% | +34.2% | +12.5% | +30.2% |
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