+321.7%
VWO vs DTE
+695.8%
-374.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.4% |
| 7D | -1.8% | -2.6% | +0.8% | -0.3% |
| 30D | -0.1% | -4.4% | +4.3% | +2.4% |
| 3M | +2.2% | -8.3% | +10.6% | +7.0% |
| 6M | +8.8% | -8.1% | +16.8% | +13.1% |
| YTD | +12.4% | +4.4% | +8.0% | +8.2% |
| 1Y | +15.6% | +0.2% | +15.4% | +13.7% |
| 3Y | +62.5% | +42.6% | +19.9% | +25.7% |
| 5Y | +34.3% | +31.5% | +2.8% | +5.7% |
| 10Y | +114.8% | +138.2% | -23.5% | -4.9% |
| All | +321.7% | +695.8% | -374.1% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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