+2,545.5%
VRT vs VWO
+80.4%
+2,465.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -8.9% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | -2.7% | +0.9% | -3.6% | -3.5% |
| 3M | -9.2% | +4.3% | -13.4% | -12.0% |
| 6M | -0.5% | +10.5% | -11.1% | -9.2% |
| YTD | +62.3% | +13.4% | +49.0% | +45.5% |
| 1Y | +109.6% | +18.6% | +91.0% | +80.7% |
| 3Y | +573.1% | +65.8% | +507.3% | +326.9% |
| 5Y | +953.6% | +35.2% | +918.4% | +703.9% |
| All | +2,545.5% | +80.4% | +2,465.1% | +1,385.2% |
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 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