+33.4%
VWO vs ED
+66.8%
-33.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -1.7% | -1.9% | +0.1% | -1.7% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | +4.0% | 0.0% | +4.0% | +3.9% |
| 6M | +8.1% | -2.5% | +10.6% | +8.1% |
| YTD | +11.6% | +10.1% | +1.5% | +11.0% |
| 1Y | +16.2% | +13.6% | +2.6% | +15.2% |
| 3Y | +63.3% | +32.4% | +30.8% | +57.8% |
| 5Y | +33.4% | +69.9% | -36.5% | +32.1% |
| All | +33.4% | +66.8% | -33.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling