+294.7%
VWO vs D
+340.8%
-46.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.0% | -1.4% | +3.3% | +2.7% |
| 30D | -4.3% | +7.7% | -12.0% | -8.1% |
| 3M | -6.4% | -0.3% | -6.1% | -6.6% |
| 6M | -5.6% | +10.1% | -15.7% | -11.1% |
| YTD | +5.2% | +19.1% | -13.9% | -5.3% |
| 1Y | +5.2% | +15.9% | -10.7% | -4.2% |
| 3Y | +55.5% | +75.0% | -19.5% | +8.8% |
| 5Y | +25.6% | +13.4% | +12.2% | +8.8% |
| 10Y | +110.8% | +47.5% | +63.3% | +28.2% |
| All | +294.7% | +340.8% | -46.1% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling