+113.0%
VWO vs UL
+66.7%
+46.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.8% | -3.4% | +1.6% | -0.7% |
| 30D | -0.1% | +0.5% | -0.6% | -0.3% |
| 3M | +2.2% | +7.2% | -5.0% | -0.4% |
| 6M | +8.8% | -3.1% | +11.8% | +9.2% |
| YTD | +12.4% | -2.7% | +15.1% | +12.5% |
| 1Y | +15.6% | -10.2% | +25.8% | +18.5% |
| 3Y | +62.5% | +20.3% | +42.3% | +49.0% |
| 5Y | +34.3% | +19.9% | +14.3% | +21.3% |
| All | +113.0% | +66.7% | +46.3% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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