+113.0%
VWO vs DG
+101.8%
+11.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.8% | -6.5% | +4.7% | -1.0% |
| 30D | -0.1% | +4.2% | -4.3% | -0.7% |
| 3M | +2.2% | +9.5% | -7.3% | +0.8% |
| 6M | +8.8% | -13.1% | +21.9% | +10.3% |
| YTD | +12.4% | -4.8% | +17.2% | +12.6% |
| 1Y | +15.6% | +20.6% | -5.0% | +11.9% |
| 3Y | +62.5% | +4.9% | +57.6% | +56.5% |
| 5Y | +34.3% | -37.9% | +72.1% | +40.4% |
| All | +113.0% | +101.8% | +11.2% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling