+1,092.8%
STX vs VWO
+32.1%
+1,060.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -0.9% |
| 7D | +8.0% | -1.7% | +9.7% | +10.2% |
| 30D | +5.1% | -0.3% | +5.4% | +5.7% |
| 3M | +5.8% | +4.0% | +1.8% | +2.4% |
| 6M | +124.9% | +8.1% | +116.8% | +109.9% |
| YTD | +213.9% | +11.6% | +202.3% | +186.3% |
| 1Y | +350.4% | +16.2% | +334.2% | +298.0% |
| 3Y | +1,314.2% | +63.3% | +1,250.9% | +800.2% |
| 5Y | +1,092.8% | +33.4% | +1,059.4% | +792.0% |
| All | +1,092.8% | +32.1% | +1,060.7% | +792.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling