+113.0%
VWO vs ETR
+296.9%
-183.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.8% | -1.8% | 0.0% | -1.3% |
| 30D | -0.1% | -1.8% | +1.7% | +0.3% |
| 3M | +2.2% | -3.6% | +5.8% | +3.0% |
| 6M | +8.8% | +2.6% | +6.1% | +7.5% |
| YTD | +12.4% | +16.0% | -3.6% | +7.5% |
| 1Y | +15.6% | +20.1% | -4.6% | +9.5% |
| 3Y | +62.5% | +143.6% | -81.1% | +24.7% |
| 5Y | +34.3% | +124.4% | -90.1% | +4.1% |
| All | +113.0% | +296.9% | -183.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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