+119.9%
VWO vs P
+535.2%
-415.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +2.0% | +11.6% | -9.6% | +0.2% |
| 30D | -4.3% | -23.7% | +19.4% | -0.8% |
| 3M | -6.4% | -8.0% | +1.6% | -6.3% |
| 6M | -5.6% | +27.9% | -33.6% | -11.3% |
| YTD | +5.2% | +61.2% | -56.0% | -5.4% |
| 1Y | +5.2% | +28.6% | -23.4% | -3.1% |
| 3Y | +55.5% | +200.5% | -145.0% | +17.6% |
| 5Y | +25.6% | +282.9% | -257.4% | -11.6% |
| 10Y | +110.8% | +665.9% | -555.1% | +23.7% |
| All | +119.9% | +535.2% | -415.4% | +25.5% |
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