+2,080.1%
LLY vs VWO
+111.9%
+1,968.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +6.7% | +2.0% | +4.8% | +6.0% |
| 30D | +19.6% | -4.3% | +23.8% | +21.4% |
| 3M | +19.7% | -6.4% | +26.1% | +22.4% |
| 6M | +42.7% | -5.6% | +48.4% | +45.0% |
| YTD | +35.1% | +5.2% | +29.9% | +31.2% |
| 1Y | +42.2% | +5.2% | +37.0% | +38.1% |
| 3Y | +140.8% | +55.5% | +85.3% | +99.4% |
| 5Y | +480.6% | +25.6% | +455.0% | +421.2% |
| All | +2,080.1% | +111.9% | +1,968.2% | +1,343.5% |
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