+113.0%
VWO vs SIRI
-10.2%
+123.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | -1.8% | +0.6% | -2.3% | -1.9% |
| 30D | -0.1% | +2.5% | -2.6% | -0.6% |
| 3M | +2.2% | +6.6% | -4.4% | +0.9% |
| 6M | +8.8% | +32.9% | -24.1% | +3.3% |
| YTD | +12.4% | +50.5% | -38.1% | +4.2% |
| 1Y | +15.6% | +28.0% | -12.4% | +9.9% |
| 3Y | +62.5% | -22.4% | +84.9% | +62.3% |
| 5Y | +34.3% | -41.3% | +75.6% | +35.7% |
| All | +113.0% | -10.2% | +123.2% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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