-42.8%
INTU vs VWO
+32.1%
-74.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.7% |
| 7D | -9.2% | -1.7% | -7.4% | -8.1% |
| 30D | -7.0% | -0.3% | -6.7% | -7.0% |
| 3M | +10.5% | +4.0% | +6.6% | +6.4% |
| 6M | -30.6% | +8.1% | -38.7% | -36.0% |
| YTD | -52.3% | +11.6% | -64.0% | -57.7% |
| 1Y | -51.8% | +16.2% | -68.0% | -58.9% |
| 3Y | -41.8% | +63.3% | -105.1% | -65.8% |
| 5Y | -42.8% | +33.4% | -76.2% | -59.0% |
| All | -42.8% | +32.1% | -74.9% | -59.0% |
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 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