+535.3%
VRT vs VWO
+61.8%
+473.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -2.9% |
| 7D | -7.7% | -1.7% | -6.0% | -4.6% |
| 30D | -12.0% | -0.3% | -11.7% | -11.2% |
| 3M | -11.7% | +4.0% | -15.6% | -15.6% |
| 6M | -8.1% | +8.1% | -16.2% | -17.6% |
| YTD | +53.2% | +11.6% | +41.6% | +31.8% |
| 1Y | +81.7% | +16.2% | +65.4% | +48.0% |
| All | +535.3% | +61.8% | +473.5% | +227.0% |
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 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