+113.0%
VWO vs VMC
+156.6%
-43.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -1.8% | -3.8% | +2.0% | -0.8% |
| 30D | -0.1% | -9.7% | +9.6% | +2.4% |
| 3M | +2.2% | -9.6% | +11.9% | +4.5% |
| 6M | +8.8% | -4.8% | +13.6% | +9.6% |
| YTD | +12.4% | -10.9% | +23.3% | +14.7% |
| 1Y | +15.6% | -15.6% | +31.2% | +19.5% |
| 3Y | +62.5% | +19.3% | +43.2% | +51.5% |
| 5Y | +34.3% | +48.0% | -13.7% | +16.6% |
| All | +113.0% | +156.6% | -43.6% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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