+335.5%
VZ vs VWO
+294.4%
+41.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +2.4% | +2.1% | +0.3% | +1.6% |
| 30D | +11.2% | -5.5% | +16.7% | +13.3% |
| 3M | 0.0% | -6.2% | +6.2% | +2.0% |
| 6M | +1.3% | -6.4% | +7.7% | +3.0% |
| YTD | +21.3% | +5.4% | +15.9% | +17.5% |
| 1Y | +23.9% | +4.5% | +19.4% | +20.4% |
| 3Y | +57.7% | +56.1% | +1.6% | +30.5% |
| 5Y | +21.2% | +28.1% | -6.9% | +6.9% |
| 10Y | +70.6% | +107.3% | -36.8% | +19.7% |
| All | +335.5% | +294.4% | +41.2% | +115.6% |
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