+321.7%
VWO vs AZO
+2,858.1%
-2,536.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -1.8% | -3.6% | +1.8% | -0.4% |
| 30D | -0.1% | -5.6% | +5.5% | +1.9% |
| 3M | +2.2% | -6.6% | +8.9% | +4.1% |
| 6M | +8.8% | -22.5% | +31.3% | +18.3% |
| YTD | +12.4% | -15.2% | +27.6% | +17.5% |
| 1Y | +15.6% | -33.9% | +49.5% | +32.6% |
| 3Y | +62.5% | +11.8% | +50.7% | +47.6% |
| 5Y | +34.3% | +85.5% | -51.3% | -5.3% |
| 10Y | +114.8% | +298.2% | -183.4% | -2.1% |
| All | +321.7% | +2,858.1% | -2,536.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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