+64.3%
TWLO vs VWO
+5.9%
+58.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.3% |
| 7D | -15.9% | -1.3% | -14.6% | -15.0% |
| 30D | -29.0% | -7.1% | -21.9% | -25.7% |
| 3M | +10.0% | -6.1% | +16.1% | +14.5% |
| 6M | +12.6% | -3.9% | +16.4% | +15.6% |
| YTD | +50.1% | +5.0% | +45.1% | +44.7% |
| 1Y | +64.3% | +6.0% | +58.3% | +57.1% |
| All | +64.3% | +5.9% | +58.4% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling