+771.2%
XLY vs VWO
+320.5%
+450.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -1.7% | -1.8% | +0.1% | -0.6% |
| 30D | -4.2% | -0.1% | -4.1% | -4.2% |
| 3M | -2.7% | +2.2% | -4.9% | -4.1% |
| 6M | -0.6% | +8.8% | -9.4% | -5.7% |
| YTD | -5.0% | +12.4% | -17.4% | -11.7% |
| 1Y | -4.1% | +15.6% | -19.7% | -12.3% |
| 3Y | +33.6% | +62.5% | -28.9% | -0.4% |
| 5Y | +28.7% | +34.3% | -5.5% | +7.8% |
| 10Y | +219.6% | +114.8% | +104.8% | +104.5% |
| All | +771.2% | +320.5% | +450.7% | +252.6% |
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