+70.3%
T vs VWO
+117.1%
-46.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +1.5% | -1.8% | +3.3% | +2.1% |
| 30D | +7.5% | -0.1% | +7.6% | +7.5% |
| 3M | +14.8% | +2.2% | +12.6% | +13.6% |
| 6M | -1.7% | +8.8% | -10.5% | -5.3% |
| YTD | +8.7% | +12.4% | -3.7% | +3.2% |
| 1Y | -7.5% | +15.6% | -23.0% | -13.2% |
| 3Y | +110.2% | +62.5% | +47.7% | +68.7% |
| 5Y | +71.6% | +34.3% | +37.4% | +48.9% |
| All | +70.3% | +117.1% | -46.8% | +13.4% |
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 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