+37.4%
VWO vs COMP
-47.7%
+85.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | +2.4% | -13.3% | +15.7% | +3.5% |
| 3M | +2.0% | +41.1% | -39.1% | -1.3% |
| 6M | +10.7% | +17.2% | -6.5% | +8.1% |
| YTD | +14.4% | +5.2% | +9.2% | +12.4% |
| 1Y | +22.7% | +18.9% | +3.8% | +18.9% |
| 3Y | +64.2% | +215.9% | -151.7% | +41.5% |
| 5Y | +35.8% | -31.2% | +66.9% | +27.4% |
| All | +37.4% | -47.7% | +85.1% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling