+55.5%
VWO vs M
+158.0%
-102.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +2.0% | +7.0% | -5.0% | +1.2% |
| 30D | -4.3% | +8.9% | -13.2% | -5.3% |
| 3M | -6.4% | +4.5% | -10.9% | -7.0% |
| 6M | -5.6% | +36.2% | -41.8% | -9.2% |
| YTD | +5.2% | +15.1% | -9.9% | +2.8% |
| 1Y | +5.2% | +27.4% | -22.3% | +1.5% |
| 3Y | +55.5% | +160.1% | -104.6% | +39.3% |
| All | +55.5% | +158.0% | -102.5% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling