+629.3%
ON vs VWO
+117.1%
+512.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +7.4% |
| 7D | +2.4% | -1.8% | +4.1% | +5.3% |
| 30D | -8.6% | -0.1% | -8.5% | -8.4% |
| 3M | -34.3% | +2.2% | -36.6% | -35.5% |
| 6M | +28.5% | +8.8% | +19.8% | +16.2% |
| YTD | +40.6% | +12.4% | +28.2% | +21.0% |
| 1Y | +55.3% | +15.6% | +39.7% | +28.9% |
| 3Y | -22.2% | +62.5% | -84.7% | -60.7% |
| 5Y | +62.4% | +34.3% | +28.1% | +12.3% |
| All | +629.3% | +117.1% | +512.2% | +216.4% |
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 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