+259.1%
XLF vs VWO
+317.6%
-58.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.8% |
| 7D | -2.9% | -1.7% | -1.2% | -1.6% |
| 30D | -1.6% | -0.3% | -1.3% | -1.4% |
| 3M | +9.3% | +4.0% | +5.3% | +5.6% |
| 6M | +14.6% | +8.1% | +6.5% | +6.8% |
| YTD | +4.7% | +11.6% | -6.9% | -5.0% |
| 1Y | +8.6% | +16.2% | -7.6% | -4.7% |
| 3Y | +73.9% | +63.3% | +10.6% | +15.1% |
| 5Y | +65.0% | +33.4% | +31.7% | +26.8% |
| 10Y | +250.4% | +113.3% | +137.1% | +81.7% |
| All | +259.1% | +317.6% | -58.6% | +24.6% |
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