+52.4%
VWO vs SN
+453.9%
-401.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.4% | -1.1% |
| 7D | -1.7% | -7.2% | +5.5% | -0.9% |
| 30D | -0.3% | -13.4% | +13.1% | +1.3% |
| 3M | +4.0% | +26.8% | -22.8% | +0.7% |
| 6M | +8.1% | +44.6% | -36.5% | +2.8% |
| YTD | +11.6% | +45.3% | -33.7% | +6.0% |
| 1Y | +16.2% | +40.1% | -23.9% | +10.5% |
| 3Y | +63.3% | +375.3% | -312.0% | +39.5% |
| All | +52.4% | +453.9% | -401.5% | +30.3% |
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