+183.8%
VXUS vs VWO
+98.9%
+84.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.2% |
| 30D | +2.2% | +2.4% | -0.2% | +0.3% |
| 3M | +3.0% | +2.0% | +1.0% | +1.4% |
| 6M | +10.7% | +10.7% | 0.0% | +2.1% |
| YTD | +17.8% | +14.4% | +3.4% | +5.9% |
| 1Y | +27.6% | +22.7% | +4.9% | +8.4% |
| 3Y | +73.3% | +64.2% | +9.1% | +16.5% |
| 5Y | +54.3% | +35.8% | +18.6% | +20.0% |
| 10Y | +149.8% | +114.7% | +35.1% | +32.5% |
| All | +183.8% | +98.9% | +84.9% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling