+25.8%
VWO vs STT
+104.1%
-78.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +2.0% | +4.8% | -2.8% | +0.7% |
| 30D | -4.3% | +3.9% | -8.2% | -5.3% |
| 3M | -6.4% | -8.2% | +1.8% | -4.3% |
| 6M | -5.6% | +15.6% | -21.3% | -9.5% |
| YTD | +5.2% | +37.6% | -32.4% | -4.0% |
| 1Y | +5.2% | +50.1% | -44.9% | -6.2% |
| 3Y | +55.5% | +183.1% | -127.5% | +15.7% |
| All | +25.8% | +104.1% | -78.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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