+138.3%
VWO vs P
+494.9%
-356.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.6% |
| 7D | +0.9% | +7.8% | -6.9% | -0.3% |
| 30D | +1.3% | +12.3% | -11.1% | -1.1% |
| 3M | +5.1% | +37.1% | -32.0% | -0.9% |
| 6M | +12.5% | +66.1% | -53.5% | +2.2% |
| YTD | +14.0% | +50.9% | -36.9% | +4.5% |
| 1Y | +19.7% | +27.2% | -7.5% | +11.3% |
| 3Y | +66.8% | +158.7% | -91.9% | +30.6% |
| 5Y | +36.2% | +291.1% | -254.9% | -3.9% |
| 10Y | +111.0% | +715.0% | -604.0% | +24.4% |
| All | +138.3% | +494.9% | -356.6% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling