+24.7%
VWO vs COMP
-17.6%
+42.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.7% | -8.8% | +1.0% |
| 7D | -0.4% | +13.4% | -13.8% | -1.5% |
| 30D | -7.6% | +11.1% | -18.7% | -8.6% |
| 3M | -7.6% | -18.8% | +11.2% | -6.3% |
| 6M | -8.7% | +10.5% | -19.2% | -10.1% |
| YTD | +3.2% | -3.4% | +6.6% | +1.8% |
| 1Y | +3.6% | +19.7% | -16.1% | +0.4% |
| 3Y | +51.8% | +381.6% | -329.8% | +26.2% |
| All | +24.7% | -17.6% | +42.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling