+327.8%
VWO vs SM
+75.2%
+252.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -4.0% | -0.9% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +1.3% | +31.5% | -30.3% | -3.2% |
| 3M | +5.1% | +17.3% | -12.2% | +1.6% |
| 6M | +12.5% | +48.5% | -36.0% | +3.7% |
| YTD | +14.0% | +106.3% | -92.2% | -0.7% |
| 1Y | +19.7% | +47.3% | -27.6% | +9.5% |
| 3Y | +66.8% | -1.4% | +68.2% | +57.4% |
| 5Y | +36.2% | +114.0% | -77.8% | +6.6% |
| 10Y | +111.0% | +12.5% | +98.5% | +27.2% |
| All | +327.8% | +75.2% | +252.6% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling