+140.1%
GOOGL vs VWO
+34.0%
+106.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.2% |
| 7D | 0.0% | -1.8% | +1.8% | +1.5% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -5.3% | +2.2% | -7.6% | -7.2% |
| 6M | +9.8% | +8.8% | +1.0% | +2.0% |
| YTD | +8.4% | +12.4% | -4.0% | -2.4% |
| 1Y | +41.2% | +15.6% | +25.6% | +24.3% |
| 3Y | +149.6% | +62.5% | +87.1% | +62.0% |
| All | +140.1% | +34.0% | +106.1% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling