+196.2%
EXC vs VWO
+326.6%
-130.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | -2.7% | +1.3% | -4.0% | -3.3% |
| 3M | -1.0% | +5.1% | -6.1% | -3.6% |
| 6M | -9.3% | +12.5% | -21.8% | -15.0% |
| YTD | +3.6% | +14.0% | -10.4% | -3.7% |
| 1Y | +5.9% | +19.7% | -13.8% | -4.1% |
| 3Y | +21.3% | +66.8% | -45.5% | -8.1% |
| 5Y | +46.2% | +36.2% | +10.0% | +20.6% |
| 10Y | +151.5% | +111.0% | +40.4% | +63.1% |
| All | +196.2% | +326.6% | -130.4% | +20.4% |
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