+40.7%
VWO vs VG
-35.7%
+76.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -0.6% |
| 7D | +0.2% | +3.8% | -3.6% | +0.2% |
| 30D | +0.9% | +7.2% | -6.3% | +0.9% |
| 3M | +4.3% | +22.8% | -18.5% | +4.1% |
| 6M | +10.5% | +33.2% | -22.7% | +9.2% |
| YTD | +13.4% | +124.8% | -111.5% | +8.1% |
| 1Y | +18.6% | +15.8% | +2.7% | +17.5% |
| All | +40.7% | -35.7% | +76.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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