+33.4%
VWO vs SPG
+103.4%
-70.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.7% | -2.2% | +0.5% | -1.1% |
| 30D | -0.3% | -5.8% | +5.5% | +1.3% |
| 3M | +4.0% | -2.8% | +6.8% | +4.5% |
| 6M | +8.1% | +8.9% | -0.8% | +5.0% |
| YTD | +11.6% | +14.3% | -2.7% | +6.8% |
| 1Y | +16.2% | +19.5% | -3.3% | +9.6% |
| 3Y | +63.3% | +106.9% | -43.6% | +28.4% |
| 5Y | +33.4% | +108.7% | -75.4% | +1.7% |
| All | +33.4% | +103.4% | -70.0% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling