+113.0%
VWO vs Z
-2.5%
+115.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.1% |
| 7D | -1.8% | -6.0% | +4.3% | -0.9% |
| 30D | -0.1% | -2.3% | +2.2% | 0.0% |
| 3M | +2.2% | -0.6% | +2.8% | +1.8% |
| 6M | +8.8% | -27.6% | +36.4% | +13.0% |
| YTD | +12.4% | -52.4% | +64.8% | +23.4% |
| 1Y | +15.6% | -63.6% | +79.2% | +31.6% |
| 3Y | +62.5% | -36.4% | +98.9% | +65.7% |
| 5Y | +34.3% | -64.6% | +98.9% | +41.9% |
| All | +113.0% | -2.5% | +115.5% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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