+321.7%
VWO vs AU
+250.5%
+71.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.8% | -4.3% | +2.5% | -1.0% |
| 30D | -0.1% | +7.3% | -7.4% | -1.6% |
| 3M | +2.2% | +26.3% | -24.1% | -2.7% |
| 6M | +8.8% | +1.8% | +7.0% | +6.9% |
| YTD | +12.4% | +26.8% | -14.4% | +5.4% |
| 1Y | +15.6% | +66.7% | -51.1% | +2.4% |
| 3Y | +62.5% | +579.1% | -516.5% | +6.6% |
| 5Y | +34.3% | +689.3% | -655.1% | -17.4% |
| 10Y | +114.8% | +686.6% | -571.8% | +15.1% |
| All | +321.7% | +250.5% | +71.2% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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