+31.8%
VWO vs S
-57.8%
+89.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.1% |
| 7D | +0.9% | -5.8% | +6.7% | +1.4% |
| 30D | +1.3% | -9.2% | +10.5% | +1.9% |
| 3M | +5.1% | +23.4% | -18.3% | +2.6% |
| 6M | +12.5% | +36.9% | -24.4% | +8.5% |
| YTD | +14.0% | +29.5% | -15.5% | +10.3% |
| 1Y | +19.7% | +5.4% | +14.3% | +17.8% |
| 3Y | +66.8% | +14.7% | +52.1% | +59.1% |
| 5Y | +36.2% | -71.5% | +107.7% | +38.0% |
| All | +31.8% | -57.8% | +89.5% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling