+53.4%
VT vs VWO
+25.1%
+28.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -1.2% |
| 7D | -2.3% | -0.4% | -1.9% | -2.0% |
| 30D | -5.0% | -7.6% | +2.7% | +0.8% |
| 3M | -4.9% | -7.6% | +2.7% | +0.9% |
| 6M | -1.5% | -8.7% | +7.2% | +5.2% |
| YTD | +8.5% | +3.2% | +5.3% | +5.5% |
| 1Y | +11.4% | +3.6% | +7.8% | +8.0% |
| 3Y | +70.1% | +51.8% | +18.3% | +21.8% |
| All | +53.4% | +25.1% | +28.3% | +27.2% |
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 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