+159.9%
VWO vs BR
+1,278.7%
-1,118.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.8% | -3.0% | +1.2% | -0.3% |
| 30D | -0.1% | -0.3% | +0.2% | -0.2% |
| 3M | +2.2% | +17.3% | -15.1% | -6.8% |
| 6M | +8.8% | -6.7% | +15.5% | +10.7% |
| YTD | +12.4% | -23.4% | +35.8% | +25.7% |
| 1Y | +15.6% | -32.7% | +48.3% | +38.0% |
| 3Y | +62.5% | -5.9% | +68.4% | +58.2% |
| 5Y | +34.3% | +8.4% | +25.8% | +16.6% |
| 10Y | +114.8% | +189.2% | -74.4% | -4.5% |
| All | +159.9% | +1,278.7% | -1,118.8% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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