+531.3%
XLP vs VWO
+328.1%
+203.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -0.9% | +2.4% | -3.3% | -1.6% |
| 3M | +3.8% | +2.0% | +1.8% | +2.9% |
| 6M | -1.7% | +10.7% | -12.4% | -5.2% |
| YTD | +10.3% | +14.4% | -4.2% | +5.1% |
| 1Y | +7.8% | +22.7% | -14.9% | +0.4% |
| 3Y | +27.2% | +64.2% | -37.0% | +7.3% |
| 5Y | +32.5% | +35.8% | -3.2% | +17.8% |
| 10Y | +101.8% | +114.7% | -12.9% | +52.4% |
| All | +531.3% | +328.1% | +203.2% | +256.6% |
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