+1,381.0%
NET vs VWO
+64.8%
+1,316.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -4.6% |
| 7D | -16.4% | -1.3% | -15.1% | -15.0% |
| 30D | -25.8% | -7.1% | -18.7% | -19.0% |
| 3M | -11.5% | -6.1% | -5.4% | -4.7% |
| 6M | +18.9% | -3.9% | +22.8% | +23.8% |
| YTD | +35.2% | +5.0% | +30.2% | +25.0% |
| 1Y | +14.5% | +6.0% | +8.5% | +4.8% |
| 3Y | +313.8% | +55.0% | +258.8% | +136.1% |
| 5Y | +32.6% | +28.4% | +4.2% | -3.0% |
| All | +1,381.0% | +64.8% | +1,316.2% | +812.4% |
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