-66.9%
SE vs VWO
+32.1%
-99.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +1.7% |
| 7D | -4.8% | -1.7% | -3.1% | -1.9% |
| 30D | -18.1% | -0.3% | -17.8% | -17.6% |
| 3M | +30.6% | +4.0% | +26.7% | +20.6% |
| 6M | +20.8% | +8.1% | +12.7% | +2.8% |
| YTD | -15.6% | +11.6% | -27.2% | -32.2% |
| 1Y | -44.2% | +16.2% | -60.4% | -58.9% |
| 3Y | +181.5% | +63.3% | +118.3% | -3.1% |
| 5Y | -66.9% | +33.4% | -100.3% | -79.6% |
| All | -66.9% | +32.1% | -99.0% | -79.6% |
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 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