+2,486.9%
VRT vs VWO
+78.9%
+2,408.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.8% |
| 7D | -8.4% | -1.8% | -6.6% | -6.3% |
| 30D | -10.9% | -0.1% | -10.8% | -10.5% |
| 3M | -13.7% | +2.2% | -15.9% | -14.6% |
| 6M | -4.1% | +8.8% | -12.9% | -10.8% |
| YTD | +58.7% | +12.4% | +46.3% | +43.8% |
| 1Y | +89.6% | +15.6% | +74.0% | +68.1% |
| 3Y | +558.1% | +62.5% | +495.6% | +326.5% |
| 5Y | +953.0% | +34.3% | +918.7% | +711.1% |
| All | +2,486.9% | +78.9% | +2,408.0% | +1,368.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling