+233.5%
SPOT vs VWO
+62.9%
+170.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.2% |
| 30D | +7.4% | -0.1% | +7.5% | +7.4% |
| 3M | +8.2% | +2.2% | +5.9% | +6.5% |
| 6M | +2.2% | +8.8% | -6.5% | -3.6% |
| YTD | -9.5% | +12.4% | -21.9% | -16.9% |
| 1Y | -23.8% | +15.6% | -39.4% | -31.7% |
| 3Y | +233.5% | +62.5% | +170.9% | +117.4% |
| All | +233.5% | +62.9% | +170.6% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling