+35.2%
VWO vs TPR
+225.0%
-189.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | +0.2% | -7.3% | +7.5% | +1.7% |
| 30D | +0.9% | -30.7% | +31.6% | +8.1% |
| 3M | +4.3% | -21.6% | +25.9% | +8.7% |
| 6M | +10.5% | -21.3% | +31.9% | +14.7% |
| YTD | +13.4% | -10.2% | +23.5% | +14.2% |
| 1Y | +18.6% | +9.5% | +9.1% | +14.2% |
| 3Y | +65.8% | +280.8% | -215.0% | +16.3% |
| 5Y | +35.2% | +218.7% | -183.5% | -3.9% |
| All | +35.2% | +225.0% | -189.7% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling