+327.8%
VWO vs VMC
+477.6%
-149.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | +1.3% | -9.1% | +10.4% | +4.9% |
| 3M | +5.1% | -4.1% | +9.2% | +6.2% |
| 6M | +12.5% | -5.5% | +18.1% | +14.1% |
| YTD | +14.0% | -8.9% | +22.9% | +16.6% |
| 1Y | +19.7% | -12.9% | +32.7% | +24.3% |
| 3Y | +66.8% | +22.1% | +44.6% | +48.2% |
| 5Y | +36.2% | +52.7% | -16.5% | +7.9% |
| 10Y | +111.0% | +152.7% | -41.7% | +21.3% |
| All | +327.8% | +477.6% | -149.8% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling