+62.5%
VWO vs SITM
+452.7%
-390.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | +0.1% |
| 7D | -1.8% | +3.9% | -5.6% | -2.2% |
| 30D | -0.1% | -6.6% | +6.5% | +0.4% |
| 3M | +2.2% | -11.9% | +14.1% | +2.5% |
| 6M | +8.8% | +81.1% | -72.4% | +0.3% |
| YTD | +12.4% | +80.0% | -67.6% | +3.2% |
| 1Y | +15.6% | +145.8% | -130.3% | +1.8% |
| 3Y | +62.5% | +475.9% | -413.4% | +25.6% |
| All | +62.5% | +452.7% | -390.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling