+327.8%
VWO vs EL
+521.5%
-193.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.4% |
| 7D | +0.9% | +1.7% | -0.8% | +0.3% |
| 30D | +1.3% | +15.5% | -14.2% | -4.6% |
| 3M | +5.1% | +20.6% | -15.5% | -2.8% |
| 6M | +12.5% | +10.5% | +2.1% | +6.0% |
| YTD | +14.0% | -1.9% | +15.9% | +10.5% |
| 1Y | +19.7% | +16.1% | +3.6% | +7.7% |
| 3Y | +66.8% | -30.2% | +97.0% | +67.5% |
| 5Y | +36.2% | -67.4% | +103.6% | +84.8% |
| 10Y | +111.0% | +31.2% | +79.8% | +30.9% |
| All | +327.8% | +521.5% | -193.7% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling