+33.8%
VWO vs MKTX
-60.5%
+94.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | -0.1% | +0.7% | -0.8% | -0.2% |
| 3M | +2.2% | +40.8% | -38.6% | -1.9% |
| 6M | +8.8% | -8.0% | +16.7% | +9.6% |
| YTD | +12.4% | -8.7% | +21.1% | +13.3% |
| 1Y | +15.6% | -11.8% | +27.4% | +17.0% |
| 3Y | +62.5% | -24.0% | +86.6% | +64.3% |
| All | +33.8% | -60.5% | +94.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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