+885.4%
LOW vs VWO
+324.1%
+561.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -9.3% | +0.9% | -10.2% | -9.8% |
| 3M | -8.1% | +4.3% | -12.3% | -10.6% |
| 6M | -19.8% | +10.5% | -30.3% | -24.7% |
| YTD | -16.4% | +13.4% | -29.7% | -22.8% |
| 1Y | -24.7% | +18.6% | -43.2% | -32.4% |
| 3Y | -8.8% | +65.8% | -74.6% | -33.4% |
| 5Y | +7.8% | +35.2% | -27.4% | -12.2% |
| 10Y | +233.8% | +116.6% | +117.2% | +107.9% |
| All | +885.4% | +324.1% | +561.3% | +266.3% |
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