+325.3%
VWO vs DRI
+1,456.2%
-1,130.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.1% |
| 7D | +0.2% | -4.8% | +5.0% | +1.7% |
| 30D | +0.9% | -3.9% | +4.8% | +2.0% |
| 3M | +4.3% | +5.1% | -0.8% | +2.2% |
| 6M | +10.5% | +5.5% | +5.0% | +7.9% |
| YTD | +13.4% | +16.5% | -3.1% | +6.8% |
| 1Y | +18.6% | +2.0% | +16.6% | +16.2% |
| 3Y | +65.8% | +54.5% | +11.3% | +38.7% |
| 5Y | +35.2% | +66.6% | -31.4% | +8.1% |
| 10Y | +116.6% | +353.6% | -237.0% | +2.5% |
| All | +325.3% | +1,456.2% | -1,130.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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