+518.6%
T vs VWO
+324.1%
+194.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -3.1% | +0.2% | -3.2% | -3.2% |
| 30D | +4.6% | +0.9% | +3.7% | +4.1% |
| 3M | +12.2% | +4.3% | +8.0% | +9.9% |
| 6M | -6.5% | +10.5% | -17.0% | -11.0% |
| YTD | +4.9% | +13.4% | -8.5% | -1.6% |
| 1Y | -10.5% | +18.6% | -29.1% | -17.8% |
| 3Y | +104.6% | +65.8% | +38.8% | +60.3% |
| 5Y | +64.2% | +35.2% | +29.0% | +39.2% |
| 10Y | +68.4% | +116.6% | -48.2% | +12.6% |
| All | +518.6% | +324.1% | +194.5% | +191.9% |
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