+26.6%
VWO vs COMP
-53.0%
+79.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +0.4% |
| 7D | +2.1% | +7.2% | -5.1% | +1.4% |
| 30D | -5.5% | +6.4% | -11.9% | -6.2% |
| 3M | -6.2% | -19.4% | +13.2% | -4.8% |
| 6M | -6.4% | +14.6% | -21.0% | -8.1% |
| YTD | +5.4% | -5.5% | +10.9% | +4.2% |
| 1Y | +4.5% | +13.7% | -9.1% | +1.7% |
| 3Y | +56.1% | +409.7% | -353.6% | +28.9% |
| 5Y | +28.1% | -17.0% | +45.1% | +18.1% |
| All | +26.6% | -53.0% | +79.6% | +22.5% |
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