+329.3%
VWO vs RF
+80.6%
+248.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +2.4% | -3.6% | +6.0% | +3.3% |
| 3M | +2.0% | +8.1% | -6.1% | -0.1% |
| 6M | +10.7% | +11.5% | -0.8% | +7.4% |
| YTD | +14.4% | +15.6% | -1.2% | +9.9% |
| 1Y | +22.7% | +15.7% | +7.0% | +17.5% |
| 3Y | +64.2% | +86.9% | -22.7% | +36.7% |
| 5Y | +35.8% | +89.8% | -54.1% | +10.2% |
| 10Y | +114.7% | +344.7% | -230.0% | +30.9% |
| All | +329.3% | +80.6% | +248.7% | +212.3% |
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