+327.8%
VWO vs ED
+531.9%
-204.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +1.3% | +1.1% | +0.2% | +0.7% |
| 3M | +5.1% | +4.6% | +0.4% | +2.5% |
| 6M | +12.5% | -2.0% | +14.5% | +12.7% |
| YTD | +14.0% | +11.7% | +2.3% | +7.1% |
| 1Y | +19.7% | +15.7% | +4.0% | +10.1% |
| 3Y | +66.8% | +34.4% | +32.4% | +38.3% |
| 5Y | +36.2% | +67.3% | -31.1% | -3.1% |
| 10Y | +111.0% | +104.0% | +7.0% | +14.1% |
| All | +327.8% | +531.9% | -204.1% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling