+318.0%
SPYM vs VWO
+117.1%
+200.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.4% |
| 7D | -0.8% | -1.8% | +1.0% | +0.5% |
| 30D | -1.1% | -0.1% | -1.0% | -1.0% |
| 3M | +3.9% | +2.2% | +1.6% | +2.2% |
| 6M | +13.6% | +8.8% | +4.9% | +6.7% |
| YTD | +12.7% | +12.4% | +0.3% | +3.3% |
| 1Y | +17.6% | +15.6% | +2.0% | +5.6% |
| 3Y | +77.2% | +62.5% | +14.7% | +23.9% |
| 5Y | +84.1% | +34.3% | +49.9% | +46.4% |
| All | +318.0% | +117.1% | +200.9% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling