+109.7%
USB vs VWO
+110.8%
-1.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | +1.4% | +1.1% | +0.4% | +0.7% |
| 30D | -1.3% | +2.4% | -3.7% | -3.0% |
| 3M | +15.2% | +2.0% | +13.2% | +13.0% |
| 6M | +18.8% | +10.7% | +8.2% | +9.2% |
| YTD | +21.0% | +14.4% | +6.6% | +8.3% |
| 1Y | +34.0% | +22.7% | +11.3% | +13.5% |
| 3Y | +95.3% | +64.2% | +31.1% | +31.3% |
| 5Y | +40.4% | +35.8% | +4.6% | +8.4% |
| All | +109.7% | +110.8% | -1.1% | +20.4% |
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