+46.3%
XLU vs VWO
+62.9%
-16.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | -3.3% | -0.1% | -3.2% | -3.3% |
| 3M | -3.2% | +2.2% | -5.4% | -3.9% |
| 6M | -7.0% | +8.8% | -15.7% | -9.7% |
| YTD | +0.6% | +12.4% | -11.8% | -3.6% |
| 1Y | +2.4% | +15.6% | -13.1% | -2.9% |
| 3Y | +46.3% | +62.5% | -16.3% | +15.3% |
| All | +46.3% | +62.9% | -16.6% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling