+614.8%
SO vs VWO
+326.6%
+288.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | -3.2% | +1.3% | -4.5% | -3.5% |
| 3M | -1.7% | +5.1% | -6.8% | -3.2% |
| 6M | -7.2% | +12.5% | -19.7% | -10.5% |
| YTD | +4.6% | +14.0% | -9.5% | +0.3% |
| 1Y | +1.2% | +19.7% | -18.5% | -4.3% |
| 3Y | +45.3% | +66.8% | -21.5% | +24.1% |
| 5Y | +58.7% | +36.2% | +22.5% | +42.4% |
| 10Y | +155.9% | +111.0% | +44.8% | +98.8% |
| All | +614.8% | +326.6% | +288.2% | +297.3% |
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