+588.7%
VLO vs VWO
+34.0%
+554.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +5.3% | -1.8% | +7.1% | +6.2% |
| 30D | +18.2% | -0.1% | +18.3% | +18.2% |
| 3M | +53.3% | +2.2% | +51.1% | +51.3% |
| 6M | +70.4% | +8.8% | +61.7% | +61.1% |
| YTD | +143.4% | +12.4% | +131.0% | +124.7% |
| 1Y | +153.0% | +15.6% | +137.4% | +129.4% |
| 3Y | +195.0% | +62.5% | +132.4% | +114.5% |
| All | +588.7% | +34.0% | +554.6% | +481.8% |
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