+832.3%
XEL vs VWO
+317.6%
+514.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.7% |
| 30D | -2.9% | -0.3% | -2.6% | -2.8% |
| 3M | -2.7% | +4.0% | -6.7% | -4.0% |
| 6M | -6.5% | +8.1% | -14.6% | -9.1% |
| YTD | +3.6% | +11.6% | -8.0% | -0.4% |
| 1Y | +7.5% | +16.2% | -8.7% | +2.0% |
| 3Y | +46.3% | +63.3% | -16.9% | +23.7% |
| 5Y | +30.5% | +33.4% | -2.8% | +16.4% |
| 10Y | +151.4% | +113.3% | +38.1% | +87.1% |
| All | +832.3% | +317.6% | +514.6% | +408.3% |
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