+113.0%
VWO vs LYV
+564.6%
-451.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.8% | -1.9% | +0.2% | -1.4% |
| 30D | -0.1% | -8.2% | +8.1% | +1.7% |
| 3M | +2.2% | -1.3% | +3.5% | +2.3% |
| 6M | +8.8% | +2.6% | +6.1% | +7.7% |
| YTD | +12.4% | +19.4% | -7.0% | +7.5% |
| 1Y | +15.6% | -2.2% | +17.8% | +15.0% |
| 3Y | +62.5% | +106.0% | -43.5% | +35.2% |
| 5Y | +34.3% | +97.7% | -63.4% | +8.9% |
| All | +113.0% | +564.6% | -451.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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