+83.0%
VWO vs DT
+98.4%
-15.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | +4.3% | +24.1% | -19.8% | -0.3% |
| 6M | +10.5% | +30.1% | -19.6% | +4.0% |
| YTD | +13.4% | +16.8% | -3.4% | +8.5% |
| 1Y | +18.6% | -0.1% | +18.7% | +16.8% |
| 3Y | +65.8% | +6.8% | +59.0% | +58.4% |
| 5Y | +35.2% | -28.4% | +63.6% | +34.5% |
| All | +83.0% | +98.4% | -15.4% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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