+35.8%
IR vs VWO
+34.0%
+1.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -4.5% | -1.8% | -2.7% | -3.0% |
| 30D | -13.9% | -0.1% | -13.8% | -13.9% |
| 3M | -0.3% | +2.2% | -2.6% | -2.5% |
| 6M | -14.3% | +8.8% | -23.1% | -20.7% |
| YTD | -7.9% | +12.4% | -20.3% | -17.2% |
| 1Y | -9.9% | +15.6% | -25.5% | -21.1% |
| 3Y | +6.5% | +62.5% | -56.0% | -31.0% |
| All | +35.8% | +34.0% | +1.8% | +1.2% |
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