+136.8%
XLP vs VWO
+113.7%
+23.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -0.5% | +1.7% | -2.2% | -1.1% |
| 30D | +8.3% | -4.2% | +12.5% | +9.7% |
| 3M | +8.7% | -4.6% | +13.3% | +10.2% |
| 6M | +11.2% | -5.0% | +16.1% | +12.5% |
| YTD | +20.0% | +6.8% | +13.2% | +16.2% |
| 1Y | +21.3% | +5.8% | +15.6% | +17.9% |
| 3Y | +43.8% | +58.1% | -14.3% | +19.0% |
| 5Y | +43.3% | +27.6% | +15.8% | +28.1% |
| 10Y | +136.8% | +113.9% | +22.8% | +69.0% |
| All | +136.8% | +113.7% | +23.0% | +69.0% |
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