+12.3%
XLI vs VWO
+5.9%
+6.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -2.1% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | -0.4% | -7.1% | +6.8% | +4.3% |
| 3M | -8.8% | -6.1% | -2.7% | -5.3% |
| 6M | -0.4% | -3.9% | +3.5% | +1.6% |
| YTD | +10.1% | +5.0% | +5.1% | +3.6% |
| 1Y | +12.3% | +6.0% | +6.3% | +4.7% |
| All | +12.3% | +5.9% | +6.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling