+2,422.7%
VGT vs VWO
+317.6%
+2,105.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.1% |
| 7D | -1.0% | -1.7% | +0.7% | +0.1% |
| 30D | -0.4% | -0.3% | -0.1% | -0.2% |
| 3M | +6.6% | +4.0% | +2.6% | +4.2% |
| 6M | +31.0% | +8.1% | +22.9% | +25.1% |
| YTD | +27.2% | +11.6% | +15.6% | +19.1% |
| 1Y | +34.5% | +16.2% | +18.2% | +22.8% |
| 3Y | +123.1% | +63.3% | +59.9% | +65.2% |
| 5Y | +135.1% | +33.4% | +101.7% | +98.1% |
| 10Y | +803.4% | +113.3% | +690.1% | +483.5% |
| All | +2,422.7% | +317.6% | +2,105.0% | +937.1% |
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