+147.3%
VXUS vs VWO
+117.1%
+30.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | -1.4% | -1.8% | +0.3% | 0.0% |
| 30D | -0.5% | -0.1% | -0.4% | -0.4% |
| 3M | +2.6% | +2.2% | +0.3% | +0.7% |
| 6M | +10.9% | +8.8% | +2.1% | +3.7% |
| YTD | +16.1% | +12.4% | +3.8% | +5.8% |
| 1Y | +22.3% | +15.6% | +6.7% | +8.9% |
| 3Y | +72.0% | +62.5% | +9.5% | +16.2% |
| 5Y | +54.1% | +34.3% | +19.9% | +20.4% |
| All | +147.3% | +117.1% | +30.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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