+63.1%
VWO vs AS
+114.1%
-51.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.1% |
| 7D | +0.9% | -2.6% | +3.5% | +1.3% |
| 30D | +1.3% | -22.1% | +23.4% | +4.9% |
| 3M | +5.1% | -15.3% | +20.4% | +7.4% |
| 6M | +12.5% | -15.6% | +28.1% | +14.8% |
| YTD | +14.0% | -23.2% | +37.2% | +17.5% |
| 1Y | +19.7% | -21.7% | +41.4% | +22.8% |
| All | +63.1% | +114.1% | -51.0% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling