+111.8%
VWO vs D
+48.0%
+63.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.0% | -1.4% | +3.3% | +2.2% |
| 30D | -4.3% | +7.7% | -12.0% | -5.7% |
| 3M | -6.4% | -0.3% | -6.1% | -6.4% |
| 6M | -5.6% | +10.1% | -15.7% | -7.7% |
| YTD | +5.2% | +19.1% | -13.9% | +1.1% |
| 1Y | +5.2% | +15.9% | -10.7% | +1.6% |
| 3Y | +55.5% | +75.0% | -19.5% | +35.8% |
| 5Y | +25.6% | +13.4% | +12.2% | +19.8% |
| All | +111.8% | +48.0% | +63.8% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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