+113.0%
VWO vs P
+718.8%
-605.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | 0.0% |
| 7D | -1.8% | -1.3% | -0.4% | -1.6% |
| 30D | -0.1% | -11.9% | +11.8% | +1.6% |
| 3M | +2.2% | +41.6% | -39.4% | -4.3% |
| 6M | +8.8% | +58.1% | -49.4% | -0.8% |
| YTD | +12.4% | +46.5% | -34.1% | +3.2% |
| 1Y | +15.6% | +19.1% | -3.5% | +8.3% |
| 3Y | +62.5% | +150.6% | -88.1% | +26.2% |
| 5Y | +34.3% | +271.8% | -237.5% | -6.4% |
| All | +113.0% | +718.8% | -605.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling