+321.7%
VWO vs MKTX
+1,678.3%
-1,356.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +2.2% | +40.8% | -38.6% | -7.6% |
| 6M | +8.8% | -8.0% | +16.7% | +9.4% |
| YTD | +12.4% | -8.7% | +21.1% | +13.0% |
| 1Y | +15.6% | -11.8% | +27.4% | +16.9% |
| 3Y | +62.5% | -24.0% | +86.6% | +65.3% |
| 5Y | +34.3% | -60.3% | +94.6% | +58.5% |
| 10Y | +114.8% | +5.0% | +109.8% | +78.4% |
| All | +321.7% | +1,678.3% | -1,356.7% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling