+364.4%
VZ vs VWO
+328.1%
+36.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +7.9% | +2.4% | +5.5% | +7.0% |
| 3M | +13.6% | +2.0% | +11.7% | +12.5% |
| 6M | +1.1% | +10.7% | -9.6% | -3.2% |
| YTD | +29.3% | +14.4% | +14.9% | +22.0% |
| 1Y | +21.2% | +22.7% | -1.5% | +11.3% |
| 3Y | +75.9% | +64.2% | +11.7% | +43.5% |
| 5Y | +24.1% | +35.8% | -11.7% | +7.4% |
| 10Y | +62.4% | +114.7% | -52.3% | +13.0% |
| All | +364.4% | +328.1% | +36.3% | +123.8% |
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