+296.3%
VWO vs RF
+71.8%
+224.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.8% |
| 7D | +1.6% | -0.1% | +1.8% | +1.7% |
| 30D | -5.3% | +7.0% | -12.3% | -6.9% |
| 3M | -6.2% | -7.0% | +0.8% | -4.6% |
| 6M | -6.2% | +6.8% | -13.0% | -8.0% |
| YTD | +5.6% | +9.9% | -4.3% | +2.6% |
| 1Y | +6.2% | +21.1% | -15.0% | +0.6% |
| 3Y | +57.5% | +119.6% | -62.1% | +26.3% |
| 5Y | +28.0% | +46.2% | -18.2% | +11.0% |
| 10Y | +101.8% | +261.5% | -159.7% | +29.6% |
| All | +296.3% | +71.8% | +224.5% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling