-66.5%
U vs VWO
+34.0%
-100.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.1% |
| 7D | +5.5% | -1.8% | +7.3% | +9.3% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | +64.6% | +2.2% | +62.3% | +55.9% |
| 6M | +119.4% | +8.8% | +110.6% | +79.9% |
| YTD | -0.5% | +12.4% | -12.9% | -24.1% |
| 1Y | +1.3% | +15.6% | -14.3% | -27.0% |
| 3Y | +15.6% | +62.5% | -46.9% | -61.0% |
| All | -66.5% | +34.0% | -100.5% | -81.0% |
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