+4,858.8%
ORLY vs VWO
+320.5%
+4,538.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -1.6% |
| 30D | -6.8% | -0.1% | -6.7% | -6.8% |
| 3M | -4.8% | +2.2% | -7.0% | -6.0% |
| 6M | -9.1% | +8.8% | -17.8% | -12.9% |
| YTD | -5.9% | +12.4% | -18.3% | -11.2% |
| 1Y | -20.4% | +15.6% | -36.0% | -26.0% |
| 3Y | +36.6% | +62.5% | -25.9% | +7.8% |
| 5Y | +117.3% | +34.3% | +83.1% | +84.5% |
| 10Y | +362.7% | +114.8% | +247.9% | +213.9% |
| All | +4,858.8% | +320.5% | +4,538.3% | +2,115.6% |
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