+63.9%
VWO vs CP
+19.7%
+44.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | +0.9% | -0.5% | +1.4% | +1.0% |
| 3M | +4.3% | +0.1% | +4.2% | +4.0% |
| 6M | +10.5% | +7.8% | +2.7% | +7.6% |
| YTD | +13.4% | +22.9% | -9.5% | +5.9% |
| 1Y | +18.6% | +21.3% | -2.7% | +11.1% |
| All | +63.9% | +19.7% | +44.2% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling