+606.9%
GEV vs VWO
+53.3%
+553.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -0.8% |
| 7D | -1.9% | -1.7% | -0.2% | +0.4% |
| 30D | -8.7% | -0.3% | -8.4% | -8.2% |
| 3M | +6.6% | +4.0% | +2.6% | +2.1% |
| 6M | +10.2% | +8.1% | +2.1% | +0.3% |
| YTD | +41.6% | +11.6% | +30.0% | +23.3% |
| 1Y | +43.9% | +16.2% | +27.7% | +19.3% |
| All | +606.9% | +53.3% | +553.6% | +286.5% |
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 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