+113.0%
VWO vs EXPE
+169.0%
-55.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.8% | -5.8% | +4.0% | -0.8% |
| 30D | -0.1% | -13.6% | +13.5% | +2.4% |
| 3M | +2.2% | +25.2% | -22.9% | -2.7% |
| 6M | +8.8% | +22.3% | -13.6% | +3.6% |
| YTD | +12.4% | -0.3% | +12.7% | +10.4% |
| 1Y | +15.6% | +27.8% | -12.2% | +7.2% |
| 3Y | +62.5% | +162.4% | -99.9% | +24.9% |
| 5Y | +34.3% | +95.8% | -61.6% | +5.4% |
| All | +113.0% | +169.0% | -55.9% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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