+22.7%
VWO vs NSC
+20.4%
+2.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +1.1% | -5.5% | +6.6% | +1.5% |
| 30D | +2.4% | -3.2% | +5.6% | +2.6% |
| 3M | +2.0% | +7.7% | -5.7% | +0.9% |
| 6M | +10.7% | +4.5% | +6.2% | +9.5% |
| YTD | +14.4% | +15.6% | -1.1% | +11.9% |
| 1Y | +22.7% | +19.8% | +2.9% | +23.2% |
| All | +22.7% | +20.4% | +2.4% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling