+248.8%
XLF vs VWO
+117.1%
+131.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -1.5% | -1.8% | +0.3% | -0.2% |
| 30D | -1.2% | -0.1% | -1.1% | -1.1% |
| 3M | +9.2% | +2.2% | +6.9% | +7.1% |
| 6M | +16.3% | +8.8% | +7.6% | +8.6% |
| YTD | +5.4% | +12.4% | -7.0% | -4.1% |
| 1Y | +7.6% | +15.6% | -8.0% | -4.3% |
| 3Y | +74.2% | +62.5% | +11.7% | +18.4% |
| 5Y | +66.1% | +34.3% | +31.9% | +30.0% |
| All | +248.8% | +117.1% | +131.7% | +100.3% |
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 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