+59.8%
ON vs VWO
+34.0%
+25.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +7.4% |
| 7D | +2.4% | -1.8% | +4.1% | +5.5% |
| 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% | +15.6% |
| YTD | +40.6% | +12.4% | +28.2% | +20.0% |
| 1Y | +55.3% | +15.6% | +39.7% | +27.7% |
| 3Y | -22.2% | +62.5% | -84.7% | -62.1% |
| All | +59.8% | +34.0% | +25.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling