+10.7%
U vs VWO
+61.8%
-51.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | +1.3% |
| 7D | 0.0% | -1.7% | +1.7% | +2.6% |
| 30D | -4.1% | -0.3% | -3.8% | -3.9% |
| 3M | +57.8% | +4.0% | +53.8% | +47.0% |
| 6M | +103.5% | +8.1% | +95.4% | +76.2% |
| YTD | -4.8% | +11.6% | -16.4% | -22.2% |
| 1Y | -2.4% | +16.2% | -18.6% | -25.5% |
| All | +10.7% | +61.8% | -51.1% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling