+31.1%
VWO vs VG
-50.2%
+81.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +2.4% |
| 7D | +1.6% | -8.3% | +9.9% | +1.6% |
| 30D | -5.3% | -10.3% | +5.1% | -5.3% |
| 3M | -6.2% | -10.8% | +4.6% | -6.2% |
| 6M | -6.2% | +3.5% | -9.7% | -6.5% |
| YTD | +5.6% | +74.0% | -68.3% | +0.7% |
| 1Y | +6.2% | +48.9% | -42.7% | +2.1% |
| All | +31.1% | -50.2% | +81.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling