+813.5%
SPYM vs VWO
+271.6%
+541.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -2.0% | -1.7% | -0.3% | -1.1% |
| 30D | -1.6% | -0.3% | -1.3% | -1.5% |
| 3M | +4.7% | +4.0% | +0.8% | +2.7% |
| 6M | +12.6% | +8.1% | +4.5% | +8.2% |
| YTD | +11.8% | +11.6% | +0.2% | +5.7% |
| 1Y | +17.5% | +16.2% | +1.3% | +9.0% |
| 3Y | +77.0% | +63.3% | +13.7% | +38.9% |
| 5Y | +82.6% | +33.4% | +49.2% | +57.3% |
| 10Y | +320.3% | +113.3% | +207.0% | +192.1% |
| All | +813.5% | +271.6% | +541.8% | +426.5% |
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