-35.7%
U vs VWO
+62.0%
-97.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.2% |
| 7D | +5.5% | -1.8% | +7.3% | +9.0% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | +64.6% | +2.2% | +62.3% | +56.7% |
| 6M | +119.4% | +8.8% | +110.6% | +83.5% |
| YTD | -0.5% | +12.4% | -12.9% | -21.9% |
| 1Y | +1.3% | +15.6% | -14.3% | -24.4% |
| 3Y | +15.6% | +62.5% | -46.9% | -54.9% |
| 5Y | -67.5% | +34.3% | -101.7% | -81.5% |
| All | -35.7% | +62.0% | -97.7% | -67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling