+1,851.9%
TER vs VWO
+117.1%
+1,734.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.6% |
| 7D | +6.4% | -1.8% | +8.1% | +9.0% |
| 30D | -5.7% | -0.1% | -5.6% | -5.4% |
| 3M | -0.4% | +2.2% | -2.6% | -1.5% |
| 6M | +25.8% | +8.8% | +17.1% | +17.5% |
| YTD | +96.4% | +12.4% | +84.0% | +77.6% |
| 1Y | +229.2% | +15.6% | +213.6% | +189.9% |
| 3Y | +288.1% | +62.5% | +225.6% | +127.6% |
| 5Y | +219.9% | +34.3% | +185.7% | +139.7% |
| All | +1,851.9% | +117.1% | +1,734.8% | +898.8% |
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