+72.7%
VWO vs SITM
+4,532.8%
-4,460.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -1.7% | +4.8% | -6.6% | -2.3% |
| 30D | -0.3% | -9.7% | +9.4% | +0.7% |
| 3M | +4.0% | -9.3% | +13.3% | +3.9% |
| 6M | +8.1% | +69.5% | -61.4% | -1.0% |
| YTD | +11.6% | +70.5% | -58.9% | +1.5% |
| 1Y | +16.2% | +145.3% | -129.0% | 0.0% |
| 3Y | +63.3% | +432.8% | -369.5% | +19.9% |
| 5Y | +33.4% | +174.0% | -140.7% | -1.3% |
| All | +72.7% | +4,532.8% | -4,460.2% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling