+1,449.6%
NET vs VWO
+79.5%
+1,370.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.8% |
| 7D | -7.0% | +1.1% | -8.0% | -8.2% |
| 30D | -4.8% | +2.4% | -7.2% | -7.3% |
| 3M | +3.8% | +2.0% | +1.8% | +1.1% |
| 6M | +50.0% | +10.7% | +39.4% | +31.0% |
| YTD | +41.5% | +14.4% | +27.1% | +18.2% |
| 1Y | +32.8% | +22.7% | +10.1% | +2.0% |
| 3Y | +335.9% | +64.2% | +271.7% | +134.5% |
| 5Y | +113.8% | +35.8% | +78.1% | +44.6% |
| All | +1,449.6% | +79.5% | +1,370.0% | +763.0% |
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