+35.2%
VWO vs ES
-4.5%
+39.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +0.9% | -1.0% | +1.9% | +1.0% |
| 3M | +4.3% | +1.5% | +2.8% | +3.9% |
| 6M | +10.5% | -3.5% | +14.0% | +10.8% |
| YTD | +13.4% | +7.0% | +6.4% | +12.0% |
| 1Y | +18.6% | +15.3% | +3.3% | +15.5% |
| 3Y | +65.8% | +30.2% | +35.6% | +56.6% |
| 5Y | +35.2% | -4.3% | +39.5% | +32.5% |
| All | +35.2% | -4.5% | +39.8% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling