+191.2%
VLO vs VWO
+61.8%
+129.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +4.0% | -1.7% | +5.7% | +4.5% |
| 30D | +19.0% | -0.3% | +19.3% | +19.1% |
| 3M | +50.0% | +4.0% | +46.0% | +47.7% |
| 6M | +79.1% | +8.1% | +71.0% | +72.3% |
| YTD | +140.3% | +11.6% | +128.6% | +125.5% |
| 1Y | +148.3% | +16.2% | +132.1% | +127.2% |
| All | +191.2% | +61.8% | +129.4% | +120.2% |
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