+112.0%
VWO vs RF
+219.4%
-107.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +4.0% | +0.4% | +3.7% | +3.9% |
| 30D | -5.4% | +5.6% | -11.0% | -6.7% |
| 3M | -6.4% | -8.9% | +2.5% | -4.3% |
| 6M | -4.7% | +7.1% | -11.8% | -6.6% |
| YTD | +5.3% | +8.3% | -3.0% | +2.6% |
| 1Y | +4.3% | +16.8% | -12.5% | -0.4% |
| 3Y | +55.9% | +115.0% | -59.1% | +24.3% |
| 5Y | +25.7% | +46.4% | -20.7% | +8.3% |
| All | +112.0% | +219.4% | -107.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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