+327.8%
VWO vs A
+928.8%
-601.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +1.0% |
| 7D | +0.9% | -2.1% | +3.0% | +1.9% |
| 30D | +1.3% | +0.6% | +0.7% | +0.7% |
| 3M | +5.1% | +10.9% | -5.8% | -0.9% |
| 6M | +12.5% | +28.2% | -15.6% | -2.9% |
| YTD | +14.0% | +8.6% | +5.5% | +6.7% |
| 1Y | +19.7% | +15.5% | +4.2% | +7.6% |
| 3Y | +66.8% | +31.8% | +35.0% | +33.1% |
| 5Y | +36.2% | -14.9% | +51.1% | +32.4% |
| 10Y | +111.0% | +237.8% | -126.8% | -14.3% |
| All | +327.8% | +928.8% | -601.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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