+300.6%
VWO vs ES
+697.3%
-396.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -4.2% | +6.7% | -10.9% | -7.4% |
| 3M | -4.6% | +0.3% | -5.0% | -5.2% |
| 6M | -5.0% | +7.4% | -12.4% | -9.1% |
| YTD | +6.8% | +8.4% | -1.6% | +1.1% |
| 1Y | +5.8% | +0.6% | +5.1% | +3.2% |
| 3Y | +58.1% | +50.6% | +7.5% | +20.2% |
| 5Y | +27.6% | +4.8% | +22.7% | +14.1% |
| 10Y | +113.9% | +93.1% | +20.9% | +6.9% |
| All | +300.6% | +697.3% | -396.8% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling