+327.8%
VWO vs DAR
+1,536.8%
-1,209.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -1.2% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | +1.3% | +13.0% | -11.7% | -2.6% |
| 3M | +5.1% | +15.0% | -9.9% | +0.2% |
| 6M | +12.5% | +26.8% | -14.3% | +3.7% |
| YTD | +14.0% | +86.4% | -72.4% | -6.6% |
| 1Y | +19.7% | +115.1% | -95.4% | -6.9% |
| 3Y | +66.8% | +14.6% | +52.2% | +49.4% |
| 5Y | +36.2% | -8.8% | +45.0% | +25.0% |
| 10Y | +111.0% | +356.5% | -245.5% | +2.2% |
| All | +327.8% | +1,536.8% | -1,209.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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