+503.3%
XLU vs VWO
+320.5%
+182.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | -3.3% | -0.1% | -3.2% | -3.3% |
| 3M | -3.2% | +2.2% | -5.4% | -4.2% |
| 6M | -7.0% | +8.8% | -15.7% | -10.3% |
| YTD | +0.6% | +12.4% | -11.8% | -4.3% |
| 1Y | +2.4% | +15.6% | -13.1% | -3.7% |
| 3Y | +46.3% | +62.5% | -16.3% | +19.7% |
| 5Y | +44.0% | +34.3% | +9.7% | +25.4% |
| 10Y | +140.1% | +114.8% | +25.3% | +69.2% |
| All | +503.3% | +320.5% | +182.8% | +187.8% |
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