+113.0%
VWO vs SPG
+64.5%
+48.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.8% | -1.2% | -0.6% | -1.5% |
| 30D | -0.1% | -6.1% | +6.0% | +1.2% |
| 3M | +2.2% | -3.6% | +5.9% | +2.9% |
| 6M | +8.8% | +10.4% | -1.7% | +6.1% |
| YTD | +12.4% | +14.4% | -2.0% | +8.8% |
| 1Y | +15.6% | +16.5% | -1.0% | +11.3% |
| 3Y | +62.5% | +106.8% | -44.3% | +37.0% |
| 5Y | +34.3% | +108.9% | -74.6% | +11.6% |
| All | +113.0% | +64.5% | +48.5% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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