+111.6%
VWO vs ES
+83.3%
+28.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.1% |
| 7D | -1.7% | -3.5% | +1.7% | -1.0% |
| 30D | -0.3% | -3.0% | +2.7% | +0.3% |
| 3M | +4.0% | -0.3% | +4.2% | +3.8% |
| 6M | +8.1% | -5.2% | +13.3% | +8.9% |
| YTD | +11.6% | +4.8% | +6.9% | +10.1% |
| 1Y | +16.2% | +12.7% | +3.5% | +12.4% |
| 3Y | +63.3% | +27.5% | +35.7% | +51.3% |
| 5Y | +33.4% | -4.7% | +38.0% | +31.3% |
| All | +111.6% | +83.3% | +28.3% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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