+183.7%
VWO vs AG
+451.1%
-267.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +0.9% | +12.5% | -11.6% | -0.9% |
| 3M | +4.3% | +28.2% | -23.9% | +0.2% |
| 6M | +10.5% | -18.8% | +29.4% | +12.2% |
| YTD | +13.4% | +27.4% | -14.0% | +7.1% |
| 1Y | +18.6% | +132.2% | -113.6% | +2.1% |
| 3Y | +65.8% | +286.9% | -221.1% | +27.2% |
| 5Y | +35.2% | +72.8% | -37.6% | +11.7% |
| 10Y | +116.6% | +74.6% | +42.0% | +57.1% |
| All | +183.7% | +451.1% | -267.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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