+72.6%
VZ vs VWO
+111.9%
-39.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.5% | +2.0% | -0.5% | +1.1% |
| 30D | +4.4% | -4.3% | +8.6% | +5.2% |
| 3M | -2.4% | -6.4% | +4.0% | -1.3% |
| 6M | +1.4% | -5.6% | +7.1% | +2.2% |
| YTD | +21.4% | +5.2% | +16.2% | +19.0% |
| 1Y | +20.3% | +5.2% | +15.1% | +17.9% |
| 3Y | +57.4% | +55.5% | +1.9% | +38.7% |
| 5Y | +21.9% | +25.6% | -3.7% | +13.0% |
| All | +72.6% | +111.9% | -39.3% | +34.0% |
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