+27.4%
O vs VWO
+62.9%
-35.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.9% | -1.8% | -1.1% | -2.6% |
| 30D | -4.5% | -0.1% | -4.4% | -4.5% |
| 3M | -2.6% | +2.2% | -4.9% | -3.2% |
| 6M | -5.6% | +8.8% | -14.4% | -7.7% |
| YTD | +9.3% | +12.4% | -3.1% | +5.7% |
| 1Y | +4.3% | +15.6% | -11.3% | +0.1% |
| 3Y | +27.4% | +62.5% | -35.1% | +4.0% |
| All | +27.4% | +62.9% | -35.5% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling