+302.5%
VWO vs EFV
+253.2%
+49.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.7% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | +4.3% | +8.4% | -4.2% | -4.0% |
| 6M | +10.5% | +12.3% | -1.8% | -1.8% |
| YTD | +13.4% | +17.4% | -4.0% | -3.8% |
| 1Y | +18.6% | +27.1% | -8.6% | -7.3% |
| 3Y | +65.8% | +90.7% | -24.9% | -15.1% |
| 5Y | +35.2% | +95.6% | -60.4% | -33.4% |
| 10Y | +116.6% | +165.3% | -48.7% | -24.8% |
| All | +302.5% | +253.2% | +49.4% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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