+169.4%
XLV vs VWO
+117.1%
+52.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -3.6% | -1.8% | -1.8% | -2.8% |
| 30D | -1.8% | -0.1% | -1.7% | -1.8% |
| 3M | +7.8% | +2.2% | +5.6% | +6.3% |
| 6M | +9.1% | +8.8% | +0.4% | +4.1% |
| YTD | +7.7% | +12.4% | -4.7% | +1.0% |
| 1Y | +20.4% | +15.6% | +4.8% | +11.2% |
| 3Y | +30.8% | +62.5% | -31.8% | +0.9% |
| 5Y | +34.6% | +34.3% | +0.4% | +13.7% |
| All | +169.4% | +117.1% | +52.3% | +77.3% |
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 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