+9.1%
IR vs VWO
+5.9%
+3.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.7% |
| 7D | +11.6% | -1.3% | +12.9% | +12.6% |
| 30D | +7.2% | -7.1% | +14.3% | +13.5% |
| 3M | -5.9% | -6.1% | +0.2% | -1.3% |
| 6M | +11.5% | -3.9% | +15.3% | +14.0% |
| YTD | +6.3% | +5.0% | +1.3% | -0.7% |
| 1Y | +9.1% | +6.0% | +3.1% | +0.7% |
| All | +9.1% | +5.9% | +3.2% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling