+89.2%
USB vs VWO
+102.2%
-13.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.8% |
| 7D | +0.8% | +1.6% | -0.9% | -0.5% |
| 30D | +6.8% | -5.3% | +12.1% | +10.9% |
| 3M | -3.8% | -6.2% | +2.4% | +0.5% |
| 6M | +11.7% | -6.2% | +17.9% | +16.1% |
| YTD | +17.5% | +5.6% | +11.9% | +11.0% |
| 1Y | +33.8% | +6.2% | +27.6% | +25.9% |
| 3Y | +104.2% | +57.5% | +46.7% | +39.9% |
| 5Y | +26.4% | +28.0% | -1.6% | +1.2% |
| 10Y | +89.2% | +101.8% | -12.6% | +15.6% |
| All | +89.2% | +102.2% | -13.0% | +15.6% |
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