-37.5%
U vs VWO
+64.3%
-101.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +3.2% |
| 7D | +4.5% | +0.9% | +3.6% | +2.7% |
| 30D | -0.6% | +1.3% | -1.8% | -3.1% |
| 3M | +48.4% | +5.1% | +43.3% | +34.3% |
| 6M | +115.4% | +12.5% | +102.8% | +69.0% |
| YTD | -3.2% | +14.0% | -17.2% | -26.0% |
| 1Y | -6.0% | +19.7% | -25.8% | -34.5% |
| 3Y | +13.5% | +66.8% | -53.3% | -57.9% |
| 5Y | -68.0% | +36.2% | -104.2% | -82.3% |
| All | -37.5% | +64.3% | -101.8% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling