+2,874.5%
V vs VWO
+120.8%
+2,753.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.6% |
| 30D | +1.9% | +1.3% | +0.6% | +1.1% |
| 3M | +15.5% | +5.1% | +10.4% | +11.6% |
| 6M | +16.6% | +12.5% | +4.1% | +7.4% |
| YTD | +5.7% | +14.0% | -8.3% | -3.5% |
| 1Y | +8.6% | +19.7% | -11.2% | -4.0% |
| 3Y | +52.5% | +66.8% | -14.3% | +8.6% |
| 5Y | +67.1% | +36.2% | +30.9% | +34.3% |
| 10Y | +376.8% | +111.0% | +265.8% | +194.0% |
| All | +2,874.5% | +120.8% | +2,753.8% | +1,674.1% |
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