+122.2%
VWO vs Z
+17.0%
+105.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | +0.6% |
| 7D | +0.9% | -3.3% | +4.2% | +1.3% |
| 30D | +1.3% | -3.7% | +5.0% | +1.6% |
| 3M | +5.1% | -7.0% | +12.1% | +5.6% |
| 6M | +12.5% | -29.5% | +42.1% | +17.4% |
| YTD | +14.0% | -52.6% | +66.6% | +25.5% |
| 1Y | +19.7% | -64.0% | +83.7% | +36.7% |
| 3Y | +66.8% | -36.4% | +103.2% | +70.1% |
| 5Y | +36.2% | -65.8% | +101.9% | +44.9% |
| 10Y | +111.0% | -5.8% | +116.9% | +74.7% |
| All | +122.2% | +17.0% | +105.1% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling