+284.9%
IR vs VWO
+96.1%
+188.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.3% |
| 7D | +0.6% | +0.9% | -0.3% | -0.1% |
| 30D | -13.6% | +1.3% | -14.9% | -14.6% |
| 3M | +3.7% | +5.1% | -1.4% | -0.9% |
| 6M | -13.1% | +12.5% | -25.6% | -21.8% |
| YTD | -5.1% | +14.0% | -19.1% | -15.8% |
| 1Y | -6.5% | +19.7% | -26.2% | -20.6% |
| 3Y | +8.5% | +66.8% | -58.3% | -31.3% |
| 5Y | +43.3% | +36.2% | +7.1% | +7.9% |
| All | +284.9% | +96.1% | +188.8% | +113.3% |
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