+107.3%
VWO vs VT
+217.6%
-110.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +2.1% | -0.1% | +2.2% | +2.2% |
| 30D | -5.5% | -3.1% | -2.4% | -2.7% |
| 3M | -6.2% | -3.5% | -2.7% | -3.0% |
| 6M | -6.4% | +0.5% | -6.9% | -6.6% |
| YTD | +5.4% | +10.8% | -5.4% | -3.8% |
| 1Y | +4.5% | +11.9% | -7.4% | -5.5% |
| 3Y | +56.1% | +73.0% | -16.9% | -6.0% |
| 5Y | +28.1% | +58.6% | -30.5% | -16.6% |
| 10Y | +107.3% | +219.2% | -111.8% | -36.3% |
| All | +107.3% | +217.6% | -110.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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