+33.8%
VWO vs ALL
+115.3%
-81.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.8% | -2.3% | +0.5% | -1.6% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +2.2% | +16.0% | -13.8% | +1.0% |
| 6M | +8.8% | +24.6% | -15.8% | +6.6% |
| YTD | +12.4% | +23.7% | -11.3% | +10.1% |
| 1Y | +15.6% | +27.7% | -12.1% | +12.8% |
| 3Y | +62.5% | +150.2% | -87.7% | +44.6% |
| All | +33.8% | +115.3% | -81.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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