+1,674.0%
TER vs VWO
+293.6%
+1,380.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +14.4% | +2.0% | +12.4% | +12.6% |
| 30D | -30.6% | -4.3% | -26.3% | -26.9% |
| 3M | -39.2% | -6.4% | -32.8% | -34.4% |
| 6M | -31.3% | -5.6% | -25.6% | -24.8% |
| YTD | +29.1% | +5.2% | +23.9% | +30.3% |
| 1Y | +47.4% | +5.2% | +42.3% | +49.1% |
| 3Y | +191.2% | +55.5% | +135.7% | +113.1% |
| 5Y | +74.0% | +25.6% | +48.4% | +56.7% |
| 10Y | +1,005.1% | +110.8% | +894.3% | +583.0% |
| All | +1,674.0% | +293.6% | +1,380.4% | +505.4% |
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