+78.7%
SO vs VWO
+25.3%
+53.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.4% | +2.0% | -0.6% | +1.2% |
| 30D | +4.7% | -4.3% | +9.0% | +5.1% |
| 3M | +1.7% | -6.4% | +8.1% | +2.3% |
| 6M | +2.2% | -5.6% | +7.8% | +2.6% |
| YTD | +10.0% | +5.2% | +4.8% | +8.7% |
| 1Y | +6.0% | +5.2% | +0.9% | +4.8% |
| 3Y | +54.1% | +55.5% | -1.4% | +40.6% |
| All | +78.7% | +25.3% | +53.4% | +64.2% |
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