+329.3%
VWO vs ALL
+705.5%
-376.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.3% |
| 7D | +1.1% | 0.0% | +1.0% | +1.0% |
| 30D | +2.4% | -1.5% | +3.9% | +2.8% |
| 3M | +2.0% | +23.6% | -21.6% | -8.6% |
| 6M | +10.7% | +22.3% | -11.7% | -0.7% |
| YTD | +14.4% | +26.5% | -12.1% | +0.6% |
| 1Y | +22.7% | +27.0% | -4.3% | +7.0% |
| 3Y | +64.2% | +149.6% | -85.4% | -0.9% |
| 5Y | +35.8% | +118.1% | -82.3% | -16.6% |
| 10Y | +114.7% | +369.0% | -254.3% | -18.6% |
| All | +329.3% | +705.5% | -376.2% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling