+111.6%
VWO vs RF
+340.3%
-228.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -0.3% | -4.3% | +4.0% | +0.7% |
| 3M | +4.0% | +5.9% | -1.9% | +2.3% |
| 6M | +8.1% | +14.1% | -6.0% | +4.3% |
| YTD | +11.6% | +13.8% | -2.2% | +7.5% |
| 1Y | +16.2% | +15.2% | +1.0% | +11.4% |
| 3Y | +63.3% | +90.6% | -27.3% | +34.5% |
| 5Y | +33.4% | +88.9% | -55.5% | +7.5% |
| All | +111.6% | +340.3% | -228.7% | +30.1% |
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