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  • TTMI vs VWO✓SelectedUSD · VWOTTMI vs VWO performance historyLatest closeAs of-3.94%09/09
Stock and ETF performance explorer

TTMI vs VWO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,062.3%
VWO return
+324.1%
Excess return
+738.2%
Maximum drawdown
-77.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVWOExcessAlpha
1D-3.9%-0.6%-3.4%-3.4%
7D+7.5%+0.2%+7.3%+7.4%
30D-4.5%+0.9%-5.4%-5.0%
3M-28.5%+4.3%-32.8%-30.2%
6M+28.4%+10.5%+17.8%+21.1%
YTD+80.1%+13.4%+66.7%+67.0%
1Y+161.0%+18.6%+142.5%+135.3%
3Y+862.4%+65.8%+796.6%+570.2%
5Y+812.9%+35.2%+777.7%+644.3%
10Y+1,094.7%+116.6%+978.1%+564.7%
All+1,062.3%+324.1%+738.2%+323.9%

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