+111.6%
VWO vs TPR
+318.3%
-206.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -1.7% | -5.1% | +3.4% | -0.7% |
| 30D | -0.3% | -27.6% | +27.3% | +5.9% |
| 3M | +4.0% | -17.5% | +21.4% | +7.4% |
| 6M | +8.1% | -21.3% | +29.4% | +12.4% |
| YTD | +11.6% | -8.5% | +20.1% | +12.2% |
| 1Y | +16.2% | +11.5% | +4.8% | +11.7% |
| 3Y | +63.3% | +288.0% | -224.8% | +17.1% |
| 5Y | +33.4% | +225.2% | -191.8% | -3.5% |
| All | +111.6% | +318.3% | -206.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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