+59.1%
SO vs VWO
+32.1%
+27.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -1.1% | -1.7% | +0.6% | -1.0% |
| 30D | -3.7% | -0.3% | -3.4% | -3.7% |
| 3M | -5.9% | +4.0% | -9.9% | -6.3% |
| 6M | -7.3% | +8.1% | -15.4% | -8.3% |
| YTD | +3.1% | +11.6% | -8.5% | +1.5% |
| 1Y | -1.0% | +16.2% | -17.2% | -3.2% |
| 3Y | +43.2% | +63.3% | -20.0% | +30.8% |
| 5Y | +59.1% | +33.4% | +25.8% | +42.9% |
| All | +59.1% | +32.1% | +27.0% | +42.9% |
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