+36.2%
VWO vs COMP
-49.7%
+85.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.2% | +0.8% | -0.7% | +0.1% |
| 30D | +0.9% | -13.9% | +14.8% | +2.1% |
| 3M | +4.3% | +30.7% | -26.5% | +1.6% |
| 6M | +10.5% | +18.7% | -8.1% | +7.9% |
| YTD | +13.4% | +1.0% | +12.3% | +11.7% |
| 1Y | +18.6% | +15.1% | +3.5% | +15.2% |
| 3Y | +65.8% | +219.8% | -154.0% | +42.7% |
| 5Y | +35.2% | -28.7% | +63.9% | +26.5% |
| All | +36.2% | -49.7% | +85.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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