+113.0%
VWO vs SM
+23.0%
+90.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.8% | +4.6% | -6.3% | -2.1% |
| 30D | -0.1% | +18.2% | -18.3% | -1.4% |
| 3M | +2.2% | +22.5% | -20.3% | +0.3% |
| 6M | +8.8% | +50.6% | -41.8% | +4.4% |
| YTD | +12.4% | +108.1% | -95.7% | +4.9% |
| 1Y | +15.6% | +46.0% | -30.4% | +10.8% |
| 3Y | +62.5% | +2.9% | +59.7% | +57.7% |
| 5Y | +34.3% | +112.6% | -78.3% | +20.3% |
| All | +113.0% | +23.0% | +90.0% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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