+24.7%
VWO vs PL
+20.8%
+4.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.4% | -8.4% | +1.1% |
| 7D | -0.4% | -6.8% | +6.4% | +0.1% |
| 30D | -7.6% | -29.3% | +21.7% | -5.3% |
| 3M | -7.6% | -44.8% | +37.1% | -3.7% |
| 6M | -8.7% | -68.4% | +59.7% | -1.6% |
| YTD | +3.2% | -36.4% | +39.5% | +4.2% |
| 1Y | +3.6% | +0.7% | +2.9% | +0.3% |
| 3Y | +51.8% | +455.3% | -403.5% | +18.8% |
| All | +24.7% | +20.8% | +4.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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