+1,549.9%
LLY vs VWO
+117.1%
+1,432.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -2.9% | -1.8% | -1.2% | -2.3% |
| 30D | -8.4% | -0.1% | -8.3% | -8.4% |
| 3M | -3.8% | +2.2% | -6.0% | -4.8% |
| 6M | +11.9% | +8.8% | +3.2% | +7.9% |
| YTD | +4.3% | +12.4% | -8.1% | -0.9% |
| 1Y | +48.5% | +15.6% | +32.9% | +39.4% |
| 3Y | +91.2% | +62.5% | +28.7% | +56.5% |
| 5Y | +387.5% | +34.3% | +353.2% | +327.6% |
| All | +1,549.9% | +117.1% | +1,432.8% | +1,050.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling