+5.2%
LOW vs VWO
+34.0%
-28.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -3.7% | -1.8% | -2.0% | -2.8% |
| 30D | -8.9% | -0.1% | -8.8% | -8.8% |
| 3M | -10.4% | +2.2% | -12.6% | -11.6% |
| 6M | -19.4% | +8.8% | -28.1% | -23.3% |
| YTD | -17.1% | +12.4% | -29.5% | -22.5% |
| 1Y | -26.3% | +15.6% | -41.8% | -32.3% |
| 3Y | -9.9% | +62.5% | -72.4% | -31.8% |
| All | +5.2% | +34.0% | -28.8% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling