+44.6%
GOOG vs VWO
+23.1%
+21.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.6% |
| 7D | -2.1% | +1.1% | -3.2% | -2.9% |
| 30D | -6.8% | +2.4% | -9.2% | -8.6% |
| 3M | -9.1% | +2.0% | -11.1% | -10.6% |
| 6M | +10.7% | +10.7% | 0.0% | +1.5% |
| YTD | +7.1% | +14.4% | -7.4% | -5.3% |
| 1Y | +44.6% | +22.7% | +21.9% | +23.4% |
| All | +44.6% | +23.1% | +21.6% | +23.4% |
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 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