+333.7%
STM vs VWO
+293.6%
+40.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +12.0% | +2.0% | +10.0% | +10.0% |
| 30D | -0.4% | -4.3% | +3.9% | +4.5% |
| 3M | -13.2% | -6.4% | -6.8% | -6.7% |
| 6M | -26.1% | -5.6% | -20.4% | -19.6% |
| YTD | +81.2% | +5.2% | +76.0% | +79.5% |
| 1Y | +98.3% | +5.2% | +93.1% | +96.6% |
| 3Y | +16.7% | +55.5% | -38.8% | -17.3% |
| 5Y | -4.8% | +25.6% | -30.4% | -16.2% |
| 10Y | +468.8% | +110.8% | +358.0% | +247.6% |
| All | +333.7% | +293.6% | +40.1% | +58.4% |
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 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