+25.7%
VWO vs TPR
+223.9%
-198.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | +4.0% | -1.1% | +5.2% | +4.3% |
| 30D | -5.4% | +15.1% | -20.5% | -8.2% |
| 3M | -6.4% | -13.4% | +7.0% | -4.3% |
| 6M | -4.7% | +1.4% | -6.0% | -6.0% |
| YTD | +5.3% | +4.8% | +0.5% | +2.7% |
| 1Y | +4.3% | +29.2% | -24.9% | -2.7% |
| 3Y | +55.9% | +403.7% | -347.8% | +2.4% |
| 5Y | +25.7% | +230.8% | -205.1% | -11.6% |
| All | +25.7% | +223.9% | -198.2% | -11.6% |
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