+106.2%
XLP vs VWO
+112.8%
-6.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -2.2% | +0.9% | -3.1% | -2.6% |
| 3M | -0.6% | +4.3% | -4.8% | -2.2% |
| 6M | -2.2% | +10.5% | -12.7% | -6.0% |
| YTD | +8.3% | +13.4% | -5.1% | +2.9% |
| 1Y | +5.7% | +18.6% | -12.8% | -1.2% |
| 3Y | +25.7% | +65.8% | -40.1% | +2.4% |
| 5Y | +31.3% | +35.2% | -3.9% | +15.1% |
| 10Y | +106.2% | +116.6% | -10.5% | +42.4% |
| All | +106.2% | +112.8% | -6.7% | +42.4% |
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