+3,692.5%
LLY vs VWO
+328.1%
+3,364.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | -1.6% | +2.4% | -4.0% | -2.5% |
| 3M | +2.3% | +2.0% | +0.3% | +1.2% |
| 6M | +14.9% | +10.7% | +4.2% | +9.9% |
| YTD | +7.5% | +14.4% | -7.0% | +1.3% |
| 1Y | +55.7% | +22.7% | +33.0% | +42.6% |
| 3Y | +110.6% | +64.2% | +46.4% | +71.1% |
| 5Y | +363.4% | +35.8% | +327.7% | +300.3% |
| 10Y | +1,649.0% | +114.7% | +1,534.3% | +1,124.6% |
| All | +3,692.5% | +328.1% | +3,364.4% | +1,773.9% |
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