+114.7%
VWO vs CG
+323.7%
-209.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.5% |
| 7D | +0.2% | -6.4% | +6.6% | +2.0% |
| 30D | +0.9% | -7.1% | +8.0% | +2.7% |
| 3M | +4.3% | -1.6% | +5.8% | +4.2% |
| 6M | +10.5% | -8.3% | +18.9% | +12.4% |
| YTD | +13.4% | -23.8% | +37.2% | +20.5% |
| 1Y | +18.6% | -28.7% | +47.3% | +27.9% |
| 3Y | +65.8% | +49.2% | +16.6% | +38.6% |
| 5Y | +35.2% | +5.5% | +29.7% | +20.4% |
| 10Y | +116.6% | +331.2% | -214.6% | +20.5% |
| All | +114.7% | +323.7% | -209.0% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling