+292.2%
TER vs VWO
+64.3%
+227.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +4.2% |
| 7D | +12.4% | +0.2% | +12.2% | +12.0% |
| 30D | +5.1% | +0.9% | +4.2% | +3.5% |
| 3M | +4.0% | +4.3% | -0.3% | -1.2% |
| 6M | +29.5% | +10.5% | +19.0% | +14.2% |
| YTD | +98.5% | +13.4% | +85.1% | +70.4% |
| 1Y | +234.1% | +18.6% | +215.5% | +171.0% |
| All | +292.2% | +64.3% | +227.9% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling