+148.7%
XLK vs VWO
+34.0%
+114.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.7% |
| 7D | +0.2% | -1.8% | +2.0% | +2.0% |
| 30D | -0.6% | -0.1% | -0.5% | -0.5% |
| 3M | +2.6% | +2.2% | +0.3% | +0.7% |
| 6M | +34.0% | +8.8% | +25.2% | +24.4% |
| YTD | +30.7% | +12.4% | +18.3% | +17.5% |
| 1Y | +39.2% | +15.6% | +23.6% | +22.1% |
| 3Y | +120.4% | +62.5% | +57.9% | +40.5% |
| All | +148.7% | +34.0% | +114.7% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling