-49.3%
TE vs VWO
+34.0%
-83.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.8% |
| 7D | +0.2% | -1.8% | +2.0% | +4.1% |
| 30D | -5.9% | -0.1% | -5.8% | -5.4% |
| 3M | -45.6% | +2.2% | -47.8% | -46.0% |
| 6M | -43.4% | +8.8% | -52.1% | -48.9% |
| YTD | -31.0% | +12.4% | -43.4% | -40.8% |
| 1Y | +145.2% | +15.6% | +129.6% | +101.7% |
| 3Y | -24.1% | +62.5% | -86.6% | -62.4% |
| All | -49.3% | +34.0% | -83.4% | -61.6% |
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