+329.3%
VWO vs D
+329.0%
+0.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +1.0% |
| 7D | +1.1% | +1.5% | -0.4% | +0.3% |
| 30D | +2.4% | -2.6% | +5.0% | +3.7% |
| 3M | +2.0% | 0.0% | +2.0% | +1.7% |
| 6M | +10.7% | +7.4% | +3.3% | +5.7% |
| YTD | +14.4% | +15.9% | -1.4% | +4.8% |
| 1Y | +22.7% | +18.1% | +4.6% | +10.7% |
| 3Y | +64.2% | +58.4% | +5.8% | +21.2% |
| 5Y | +35.8% | +5.2% | +30.6% | +22.8% |
| 10Y | +114.7% | +35.9% | +78.8% | +39.5% |
| All | +329.3% | +329.0% | +0.3% | -7.1% |
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