+33.8%
VWO vs NOC
+58.2%
-24.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.8% | +0.8% | -2.5% | -1.8% |
| 30D | -0.1% | -9.7% | +9.6% | 0.0% |
| 3M | +2.2% | -5.6% | +7.9% | +2.3% |
| 6M | +8.8% | -28.6% | +37.3% | +9.2% |
| YTD | +12.4% | -7.9% | +20.3% | +12.3% |
| 1Y | +15.6% | -9.5% | +25.1% | +15.5% |
| 3Y | +62.5% | +28.4% | +34.2% | +61.5% |
| All | +33.8% | +58.2% | -24.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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