+32.0%
XLP vs VWO
+34.9%
-2.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | -1.3% | +1.3% | -2.5% | -1.5% |
| 3M | +1.8% | +5.1% | -3.3% | +0.7% |
| 6M | -0.8% | +12.5% | -13.4% | -3.8% |
| YTD | +9.5% | +14.0% | -4.5% | +5.8% |
| 1Y | +7.2% | +19.7% | -12.6% | +2.2% |
| 3Y | +27.1% | +66.8% | -39.6% | +9.9% |
| 5Y | +32.0% | +36.2% | -4.1% | +17.7% |
| All | +32.0% | +34.9% | -2.9% | +17.7% |
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 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