+325.3%
VWO vs CAG
+52.4%
+272.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +0.2% | -6.6% | +6.8% | +2.1% |
| 30D | +0.9% | +2.3% | -1.4% | +0.1% |
| 3M | +4.3% | +16.3% | -12.0% | -0.9% |
| 6M | +10.5% | -16.0% | +26.6% | +15.3% |
| YTD | +13.4% | -7.7% | +21.1% | +14.4% |
| 1Y | +18.6% | -16.0% | +34.6% | +22.7% |
| 3Y | +65.8% | -37.7% | +103.5% | +84.5% |
| 5Y | +35.2% | -41.2% | +76.4% | +50.3% |
| 10Y | +116.6% | -33.8% | +150.4% | +106.6% |
| All | +325.3% | +52.4% | +272.9% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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