+108.3%
V vs VWO
+25.3%
+83.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.9% | +2.0% | -1.0% | 0.0% |
| 30D | +9.0% | -4.3% | +13.3% | +11.2% |
| 3M | +16.7% | -6.4% | +23.1% | +20.2% |
| 6M | +33.4% | -5.6% | +39.1% | +36.3% |
| YTD | +22.4% | +5.2% | +17.2% | +17.0% |
| 1Y | +27.7% | +5.2% | +22.5% | +22.1% |
| 3Y | +78.0% | +55.5% | +22.5% | +29.8% |
| All | +108.3% | +25.3% | +83.0% | +85.9% |
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