+165.1%
VWO vs CAPR
-99.1%
+264.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | +2.4% | +139.2% | -136.8% | +1.3% |
| 3M | +2.0% | -66.4% | +68.4% | +2.4% |
| 6M | +10.7% | -63.1% | +73.8% | +11.0% |
| YTD | +14.4% | -67.4% | +81.9% | +14.8% |
| 1Y | +22.7% | +58.2% | -35.5% | +18.2% |
| 3Y | +64.2% | +42.2% | +22.0% | +55.7% |
| 5Y | +35.8% | +87.3% | -51.5% | +27.4% |
| 10Y | +114.7% | -75.3% | +190.0% | +95.4% |
| All | +165.1% | -99.1% | +264.2% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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