+111.8%
VWO vs CP
+257.3%
-145.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.0% | +2.1% | -0.2% | +1.1% |
| 30D | -4.3% | +9.3% | -13.6% | -7.7% |
| 3M | -6.4% | +0.5% | -6.8% | -6.8% |
| 6M | -5.6% | +10.4% | -16.1% | -9.8% |
| YTD | +5.2% | +28.7% | -23.5% | -5.9% |
| 1Y | +5.2% | +33.2% | -28.0% | -7.3% |
| 3Y | +55.5% | +38.4% | +17.1% | +32.2% |
| 5Y | +25.6% | +26.2% | -0.6% | +8.6% |
| All | +111.8% | +257.3% | -145.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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