+723.4%
XLI vs VWO
+317.6%
+405.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | -2.3% | -1.7% | -0.6% | -1.3% |
| 30D | -8.2% | -0.3% | -7.9% | -8.0% |
| 3M | +0.8% | +4.0% | -3.2% | -1.6% |
| 6M | +0.8% | +8.1% | -7.3% | -3.9% |
| YTD | +10.5% | +11.6% | -1.1% | +3.3% |
| 1Y | +14.1% | +16.2% | -2.1% | +4.1% |
| 3Y | +68.6% | +63.3% | +5.3% | +25.0% |
| 5Y | +80.4% | +33.4% | +47.0% | +49.4% |
| 10Y | +254.6% | +113.3% | +141.3% | +121.5% |
| All | +723.4% | +317.6% | +405.8% | +242.2% |
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