+318.8%
VWO vs NI
+959.6%
-640.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -0.3% | -1.4% | +1.1% | +0.4% |
| 3M | +4.0% | -10.6% | +14.5% | +9.8% |
| 6M | +8.1% | -9.9% | +18.0% | +13.4% |
| YTD | +11.6% | +1.2% | +10.5% | +9.9% |
| 1Y | +16.2% | +4.4% | +11.8% | +12.1% |
| 3Y | +63.3% | +68.6% | -5.3% | +18.0% |
| 5Y | +33.4% | +98.0% | -64.7% | -15.3% |
| 10Y | +113.3% | +143.6% | -30.3% | +3.5% |
| All | +318.8% | +959.6% | -640.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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