+36.2%
VWO vs COMP
-32.0%
+68.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | +0.9% | +4.1% | -3.2% | +0.6% |
| 30D | +1.3% | -14.5% | +15.8% | +2.5% |
| 3M | +5.1% | +41.8% | -36.7% | +1.7% |
| 6M | +12.5% | +23.6% | -11.0% | +9.5% |
| YTD | +14.0% | +1.7% | +12.3% | +12.3% |
| 1Y | +19.7% | +12.6% | +7.2% | +16.5% |
| 3Y | +66.8% | +221.9% | -155.1% | +43.4% |
| 5Y | +36.2% | -28.1% | +64.3% | +31.2% |
| All | +36.2% | -32.0% | +68.2% | +31.2% |
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