+33.4%
VWO vs M
+13.6%
+19.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.0% |
| 7D | -1.7% | -8.8% | +7.0% | -0.7% |
| 30D | -0.3% | -16.4% | +16.1% | +1.8% |
| 3M | +4.0% | -10.8% | +14.8% | +5.2% |
| 6M | +8.1% | +16.1% | -8.0% | +5.8% |
| YTD | +11.6% | -5.3% | +16.9% | +11.6% |
| 1Y | +16.2% | +24.9% | -8.6% | +12.2% |
| 3Y | +63.3% | +97.5% | -34.3% | +44.2% |
| 5Y | +33.4% | +20.4% | +13.0% | +25.9% |
| All | +33.4% | +13.6% | +19.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling