+29.9%
VWO vs S
-57.1%
+86.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -0.1% | -11.4% | +11.3% | +0.8% |
| 3M | +2.2% | +33.8% | -31.6% | -0.9% |
| 6M | +8.8% | +39.5% | -30.7% | +4.6% |
| YTD | +12.4% | +31.7% | -19.3% | +8.5% |
| 1Y | +15.6% | +7.0% | +8.6% | +13.5% |
| 3Y | +62.5% | +11.8% | +50.8% | +55.4% |
| 5Y | +34.3% | -69.0% | +103.3% | +35.5% |
| All | +29.9% | -57.1% | +86.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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