+780.7%
GOOG vs VWO
+117.1%
+663.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.0% |
| 7D | 0.0% | -1.8% | +1.8% | +1.5% |
| 30D | -2.0% | -0.1% | -1.9% | -1.9% |
| 3M | -5.9% | +2.2% | -8.1% | -7.7% |
| 6M | +8.9% | +8.8% | +0.1% | +1.3% |
| YTD | +7.1% | +12.4% | -5.3% | -3.3% |
| 1Y | +39.7% | +15.6% | +24.1% | +23.3% |
| 3Y | +145.8% | +62.5% | +83.3% | +61.7% |
| 5Y | +138.6% | +34.3% | +104.3% | +83.7% |
| All | +780.7% | +117.1% | +663.6% | +379.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling