+109.1%
VWO vs AR
-27.2%
+136.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +1.1% | +2.5% | -1.4% | +0.8% |
| 30D | +2.4% | +14.8% | -12.4% | +1.1% |
| 3M | +2.0% | +6.2% | -4.2% | +1.3% |
| 6M | +10.7% | +4.3% | +6.4% | +9.8% |
| YTD | +14.4% | +14.4% | +0.1% | +12.4% |
| 1Y | +22.7% | +21.3% | +1.4% | +19.7% |
| 3Y | +64.2% | +39.8% | +24.4% | +56.0% |
| 5Y | +35.8% | +142.1% | -106.3% | +20.0% |
| 10Y | +114.7% | +52.0% | +62.7% | +92.1% |
| All | +109.1% | -27.2% | +136.3% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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