+113.0%
VWO vs EL
+26.1%
+86.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.8% | -6.5% | +4.7% | -0.2% |
| 30D | -0.1% | +11.1% | -11.2% | -3.0% |
| 3M | +2.2% | +10.7% | -8.5% | -0.8% |
| 6M | +8.8% | +6.9% | +1.9% | +5.5% |
| YTD | +12.4% | -6.3% | +18.7% | +11.6% |
| 1Y | +15.6% | +13.5% | +2.1% | +8.6% |
| 3Y | +62.5% | -33.1% | +95.6% | +67.7% |
| 5Y | +34.3% | -68.8% | +103.0% | +75.7% |
| All | +113.0% | +26.1% | +86.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling