-32.3%
TWLO vs VWO
+34.0%
-66.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.5% |
| 7D | -2.4% | -1.8% | -0.6% | -0.4% |
| 30D | -7.8% | -0.1% | -7.7% | -7.8% |
| 3M | +10.0% | +2.2% | +7.8% | +6.3% |
| 6M | +79.5% | +8.8% | +70.7% | +58.9% |
| YTD | +59.8% | +12.4% | +47.4% | +34.5% |
| 1Y | +121.7% | +15.6% | +106.1% | +79.6% |
| 3Y | +240.8% | +62.5% | +178.3% | +67.2% |
| All | -32.3% | +34.0% | -66.4% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling