+33.8%
VWO vs TAP
-0.1%
+33.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.8% | -3.9% | +2.1% | -1.3% |
| 30D | -0.1% | -5.3% | +5.2% | +0.4% |
| 3M | +2.2% | -3.8% | +6.0% | +2.5% |
| 6M | +8.8% | -11.4% | +20.1% | +10.1% |
| YTD | +12.4% | -13.7% | +26.1% | +14.0% |
| 1Y | +15.6% | -17.2% | +32.8% | +17.8% |
| 3Y | +62.5% | -33.1% | +95.6% | +70.4% |
| All | +33.8% | -0.1% | +33.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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