+329.3%
VWO vs M
+45.9%
+283.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | +0.2% |
| 7D | +1.1% | +4.7% | -3.7% | 0.0% |
| 30D | +2.4% | -9.6% | +12.0% | +4.6% |
| 3M | +2.0% | +0.9% | +1.1% | +1.3% |
| 6M | +10.7% | +22.3% | -11.6% | +4.9% |
| YTD | +14.4% | +6.5% | +7.9% | +11.4% |
| 1Y | +22.7% | +38.8% | -16.1% | +12.0% |
| 3Y | +64.2% | +115.9% | -51.7% | +27.2% |
| 5Y | +35.8% | +28.6% | +7.1% | +9.0% |
| 10Y | +114.7% | -2.5% | +117.2% | +50.0% |
| All | +329.3% | +45.9% | +283.4% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling