+321.7%
VWO vs BG
+257.2%
+64.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -1.8% | +3.1% | -4.9% | -2.9% |
| 30D | -0.1% | +10.2% | -10.3% | -3.8% |
| 3M | +2.2% | -1.7% | +3.9% | +2.1% |
| 6M | +8.8% | +1.0% | +7.8% | +6.9% |
| YTD | +12.4% | +39.9% | -27.5% | -2.3% |
| 1Y | +15.6% | +53.2% | -37.6% | -3.6% |
| 3Y | +62.5% | +16.3% | +46.3% | +46.3% |
| 5Y | +34.3% | +83.9% | -49.6% | -3.8% |
| 10Y | +114.8% | +165.1% | -50.3% | +18.6% |
| All | +321.7% | +257.2% | +64.5% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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