+113.0%
VWO vs CG
+314.7%
-201.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -1.8% | -9.9% | +8.1% | +1.0% |
| 30D | -0.1% | -11.7% | +11.6% | +3.1% |
| 3M | +2.2% | -4.3% | +6.5% | +3.0% |
| 6M | +8.8% | -8.8% | +17.5% | +10.7% |
| YTD | +12.4% | -26.9% | +39.3% | +20.8% |
| 1Y | +15.6% | -35.4% | +51.0% | +28.1% |
| 3Y | +62.5% | +43.0% | +19.5% | +36.8% |
| 5Y | +34.3% | +1.9% | +32.4% | +20.5% |
| All | +113.0% | +314.7% | -201.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling