+96.9%
VWO vs TRU
+225.6%
-128.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -1.7% | -9.4% | +7.7% | +0.7% |
| 30D | -0.3% | -4.1% | +3.8% | +0.6% |
| 3M | +4.0% | +13.6% | -9.6% | -0.2% |
| 6M | +8.1% | +3.6% | +4.5% | +5.8% |
| YTD | +11.6% | -9.8% | +21.4% | +12.5% |
| 1Y | +16.2% | -13.6% | +29.9% | +17.9% |
| 3Y | +63.3% | -2.0% | +65.2% | +52.5% |
| 5Y | +33.4% | -35.8% | +69.2% | +40.5% |
| 10Y | +113.3% | +142.9% | -29.6% | +37.3% |
| All | +96.9% | +225.6% | -128.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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