+61.4%
VWO vs Z
-39.0%
+100.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.2% |
| 7D | -1.7% | -11.6% | +9.9% | -0.4% |
| 30D | -0.3% | -8.5% | +8.2% | +0.5% |
| 3M | +4.0% | -7.9% | +11.9% | +4.5% |
| 6M | +8.1% | -29.1% | +37.2% | +11.9% |
| YTD | +11.6% | -54.2% | +65.8% | +21.3% |
| 1Y | +16.2% | -63.5% | +79.8% | +29.8% |
| All | +61.4% | -39.0% | +100.4% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling