+43.6%
VWO vs SN
+671.3%
-627.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | +2.0% | +1.5% | +0.4% | +1.8% |
| 30D | -4.3% | +21.5% | -25.8% | -6.5% |
| 3M | -6.4% | +20.0% | -26.4% | -8.5% |
| 6M | -5.6% | +119.9% | -125.6% | -14.5% |
| YTD | +5.2% | +102.3% | -97.1% | -4.0% |
| 1Y | +5.2% | +148.0% | -142.8% | -6.0% |
| 3Y | +55.5% | +450.0% | -394.5% | +28.4% |
| All | +43.6% | +671.3% | -627.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling