+3,343.4%
STX vs VWO
+117.1%
+3,226.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.4% |
| 7D | -2.3% | -1.8% | -0.5% | -0.5% |
| 30D | -5.5% | -0.1% | -5.4% | -5.3% |
| 3M | -4.3% | +2.2% | -6.5% | -5.5% |
| 6M | +115.6% | +8.8% | +106.9% | +102.1% |
| YTD | +202.2% | +12.4% | +189.8% | +177.2% |
| 1Y | +325.3% | +15.6% | +309.7% | +282.9% |
| 3Y | +1,283.9% | +62.5% | +1,221.4% | +820.0% |
| 5Y | +1,048.3% | +34.3% | +1,014.0% | +798.5% |
| All | +3,343.4% | +117.1% | +3,226.3% | +1,708.8% |
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