+53.3%
V vs VWO
+62.9%
-9.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -1.2% | -1.8% | +0.5% | -0.8% |
| 30D | +3.1% | -0.1% | +3.2% | +3.1% |
| 3M | +16.3% | +2.2% | +14.1% | +15.4% |
| 6M | +20.4% | +8.8% | +11.6% | +16.3% |
| YTD | +6.3% | +12.4% | -6.1% | +1.4% |
| 1Y | +8.7% | +15.6% | -6.9% | +2.4% |
| 3Y | +53.3% | +62.5% | -9.2% | +23.1% |
| All | +53.3% | +62.9% | -9.6% | +23.1% |
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 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