+222.3%
VT vs VWO
+110.2%
+112.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +1.0% | +0.9% | +0.1% | +0.3% |
| 30D | -0.2% | +1.3% | -1.5% | -1.2% |
| 3M | +4.5% | +5.1% | -0.6% | +0.6% |
| 6M | +14.1% | +12.5% | +1.5% | +4.1% |
| YTD | +14.8% | +14.0% | +0.7% | +3.6% |
| 1Y | +21.2% | +19.7% | +1.5% | +5.4% |
| 3Y | +76.6% | +66.8% | +9.8% | +18.5% |
| 5Y | +66.6% | +36.2% | +30.4% | +29.6% |
| 10Y | +222.3% | +111.0% | +111.2% | +81.4% |
| All | +222.3% | +110.2% | +112.1% | +81.4% |
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