-3.5%
IR vs VWO
+23.1%
-26.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.7% |
| 7D | -2.8% | +1.1% | -3.9% | -3.6% |
| 30D | -15.1% | +2.4% | -17.5% | -16.6% |
| 3M | +6.1% | +2.0% | +4.1% | +4.2% |
| 6M | -16.8% | +10.7% | -27.5% | -23.8% |
| YTD | -3.5% | +14.4% | -18.0% | -13.7% |
| 1Y | -3.5% | +22.7% | -26.2% | -14.0% |
| All | -3.5% | +23.1% | -26.6% | -14.0% |
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 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