+99.1%
VWO vs VT
+346.0%
-246.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | -0.4% | -2.3% | +1.9% | +2.2% |
| 30D | -7.6% | -5.0% | -2.7% | -2.3% |
| 3M | -7.6% | -4.9% | -2.7% | -2.4% |
| 6M | -8.7% | -1.5% | -7.2% | -7.0% |
| YTD | +3.2% | +8.5% | -5.3% | -5.5% |
| 1Y | +3.6% | +11.4% | -7.8% | -7.9% |
| 3Y | +51.8% | +70.1% | -18.3% | -16.6% |
| 5Y | +26.0% | +53.7% | -27.7% | -23.6% |
| 10Y | +99.3% | +220.0% | -120.6% | -50.0% |
| All | +99.1% | +346.0% | -246.9% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling