+384.0%
STM vs VWO
+328.1%
+55.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.2% |
| 7D | +5.8% | +1.1% | +4.7% | +4.7% |
| 30D | -1.0% | +2.4% | -3.4% | -3.1% |
| 3M | -33.3% | +2.0% | -35.3% | -33.3% |
| 6M | +57.4% | +10.7% | +46.7% | +46.7% |
| YTD | +102.2% | +14.4% | +87.8% | +83.3% |
| 1Y | +99.6% | +22.7% | +76.9% | +69.8% |
| 3Y | +14.5% | +64.2% | -49.7% | -23.6% |
| 5Y | +21.4% | +35.8% | -14.4% | -1.7% |
| 10Y | +695.0% | +114.7% | +580.3% | +368.1% |
| All | +384.0% | +328.1% | +55.9% | +61.8% |
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