+78.5%
VUG vs VWO
+34.0%
+44.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.3% |
| 7D | -0.5% | -1.8% | +1.3% | +1.0% |
| 30D | -1.0% | -0.1% | -0.9% | -0.9% |
| 3M | +3.5% | +2.2% | +1.3% | +1.6% |
| 6M | +14.2% | +8.8% | +5.4% | +6.1% |
| YTD | +8.5% | +12.4% | -3.9% | -2.3% |
| 1Y | +12.9% | +15.6% | -2.7% | -0.8% |
| 3Y | +85.6% | +62.5% | +23.1% | +19.3% |
| All | +78.5% | +34.0% | +44.5% | +34.0% |
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 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