+327.8%
VWO vs STT
+573.1%
-245.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +0.9% | +2.2% | -1.3% | +0.1% |
| 30D | +1.3% | +3.9% | -2.6% | -0.2% |
| 3M | +5.1% | +19.2% | -14.1% | -1.6% |
| 6M | +12.5% | +60.4% | -47.8% | -5.5% |
| YTD | +14.0% | +51.5% | -37.4% | -2.5% |
| 1Y | +19.7% | +76.3% | -56.6% | -3.3% |
| 3Y | +66.8% | +200.7% | -134.0% | +9.0% |
| 5Y | +36.2% | +157.5% | -121.3% | -9.7% |
| 10Y | +111.0% | +262.0% | -151.0% | +13.2% |
| All | +327.8% | +573.1% | -245.3% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling