-53.4%
TE vs VWO
+59.0%
-112.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -4.9% |
| 7D | +0.9% | -1.7% | +2.6% | +3.0% |
| 30D | -16.3% | -0.3% | -16.0% | -15.8% |
| 3M | -40.8% | +4.0% | -44.7% | -41.7% |
| 6M | -42.6% | +8.1% | -50.7% | -44.8% |
| YTD | -31.4% | +11.6% | -43.1% | -35.6% |
| 1Y | +144.9% | +16.2% | +128.7% | +123.0% |
| 3Y | -26.0% | +63.3% | -89.3% | -46.0% |
| 5Y | -48.5% | +33.4% | -81.8% | -59.5% |
| All | -53.4% | +59.0% | -112.4% | -63.9% |
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