+113.0%
VWO vs M
-3.0%
+116.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | -0.2% |
| 7D | -1.8% | -4.2% | +2.4% | -1.3% |
| 30D | -0.1% | -7.2% | +7.1% | +0.7% |
| 3M | +2.2% | -11.1% | +13.4% | +3.4% |
| 6M | +8.8% | +28.8% | -20.0% | +5.2% |
| YTD | +12.4% | +2.0% | +10.4% | +11.4% |
| 1Y | +15.6% | +31.3% | -15.7% | +11.1% |
| 3Y | +62.5% | +119.1% | -56.6% | +43.3% |
| 5Y | +34.3% | +29.7% | +4.6% | +21.6% |
| All | +113.0% | -3.0% | +116.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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