+92.7%
LLY vs VWO
+64.3%
+28.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -8.6% | +0.9% | -9.5% | -8.9% |
| 3M | -1.6% | +4.3% | -5.9% | -3.4% |
| 6M | +11.8% | +10.5% | +1.3% | +6.7% |
| YTD | +5.1% | +13.4% | -8.2% | -1.2% |
| 1Y | +50.7% | +18.6% | +32.1% | +38.7% |
| All | +92.7% | +64.3% | +28.4% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling