+325.3%
VWO vs DD
+138.5%
+186.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.6% |
| 7D | +0.2% | -3.8% | +3.9% | +1.9% |
| 30D | +0.9% | -9.2% | +10.1% | +5.4% |
| 3M | +4.3% | -9.0% | +13.3% | +8.5% |
| 6M | +10.5% | -5.0% | +15.5% | +12.3% |
| YTD | +13.4% | +7.4% | +6.0% | +8.3% |
| 1Y | +18.6% | +35.1% | -16.5% | +1.1% |
| 3Y | +65.8% | +43.2% | +22.6% | +32.5% |
| 5Y | +35.2% | +59.6% | -24.4% | -0.7% |
| 10Y | +116.6% | +66.5% | +50.1% | +39.2% |
| All | +325.3% | +138.5% | +186.8% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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