+7,311.1%
GOOGL vs VWO
+324.1%
+6,987.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -1.9% | +0.2% | -2.0% | -2.0% |
| 30D | -7.5% | +0.9% | -8.4% | -8.0% |
| 3M | -9.2% | +4.3% | -13.4% | -11.5% |
| 6M | +8.1% | +10.5% | -2.5% | +1.8% |
| YTD | +5.8% | +13.4% | -7.5% | -1.9% |
| 1Y | +38.3% | +18.6% | +19.8% | +24.9% |
| 3Y | +144.8% | +65.8% | +79.0% | +81.1% |
| 5Y | +132.5% | +35.2% | +97.3% | +94.2% |
| 10Y | +746.7% | +116.6% | +630.1% | +448.9% |
| All | +7,311.1% | +324.1% | +6,987.0% | +2,932.0% |
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