+7,340.1%
GOOG vs VWO
+317.6%
+7,022.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.5% |
| 7D | -2.5% | -1.7% | -0.8% | -1.5% |
| 30D | -3.6% | -0.3% | -3.3% | -3.5% |
| 3M | -6.4% | +4.0% | -10.4% | -8.6% |
| 6M | +7.8% | +8.1% | -0.3% | +2.9% |
| YTD | +5.5% | +11.6% | -6.1% | -1.3% |
| 1Y | +38.3% | +16.2% | +22.0% | +26.4% |
| 3Y | +143.1% | +63.3% | +79.8% | +81.6% |
| 5Y | +135.0% | +33.4% | +101.7% | +98.0% |
| 10Y | +778.1% | +113.3% | +664.8% | +474.0% |
| All | +7,340.1% | +317.6% | +7,022.5% | +2,969.7% |
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 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