+300.6%
VWO vs D
+343.4%
-42.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.5% |
| 7D | +1.7% | -2.4% | +4.1% | +2.9% |
| 30D | -4.2% | +9.0% | -13.2% | -8.6% |
| 3M | -4.6% | +1.0% | -5.6% | -5.5% |
| 6M | -5.0% | +11.0% | -15.9% | -10.9% |
| YTD | +6.8% | +19.8% | -13.0% | -4.2% |
| 1Y | +5.8% | +16.0% | -10.2% | -3.7% |
| 3Y | +58.1% | +74.4% | -16.2% | +10.9% |
| 5Y | +27.6% | +13.5% | +14.0% | +10.5% |
| 10Y | +113.9% | +48.4% | +65.6% | +29.7% |
| All | +300.6% | +343.4% | -42.9% | -15.1% |
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