+1,461.8%
SPGI vs VWO
+328.1%
+1,133.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | +0.1% | +1.1% | -0.9% | -0.6% |
| 30D | +8.4% | +2.4% | +6.0% | +6.7% |
| 3M | +11.8% | +2.0% | +9.8% | +9.7% |
| 6M | +5.7% | +10.7% | -5.0% | -2.3% |
| YTD | -9.7% | +14.4% | -24.1% | -18.6% |
| 1Y | -12.5% | +22.7% | -35.2% | -25.0% |
| 3Y | +21.8% | +64.2% | -42.4% | -15.1% |
| 5Y | +8.2% | +35.8% | -27.6% | -15.0% |
| 10Y | +309.5% | +114.7% | +194.8% | +133.1% |
| All | +1,461.8% | +328.1% | +1,133.7% | +438.8% |
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