+318.8%
VWO vs VTR
+682.1%
-363.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -2.0% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | -0.3% | +4.0% | -4.3% | -1.7% |
| 3M | +4.0% | +7.8% | -3.9% | +0.6% |
| 6M | +8.1% | +6.4% | +1.8% | +4.7% |
| YTD | +11.6% | +18.3% | -6.7% | +4.0% |
| 1Y | +16.2% | +33.9% | -17.7% | +3.1% |
| 3Y | +63.3% | +134.3% | -71.1% | +15.8% |
| 5Y | +33.4% | +90.3% | -56.9% | -0.5% |
| 10Y | +113.3% | +100.1% | +13.2% | +33.0% |
| All | +318.8% | +682.1% | -363.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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