+597.9%
XYZ vs VWO
+115.6%
+482.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +1.9% |
| 7D | -5.2% | -1.7% | -3.4% | -2.7% |
| 30D | 0.0% | -0.3% | +0.3% | +0.4% |
| 3M | +18.7% | +4.0% | +14.7% | +11.3% |
| 6M | +20.5% | +8.1% | +12.4% | +6.1% |
| YTD | +21.5% | +11.6% | +9.8% | +1.5% |
| 1Y | +7.2% | +16.2% | -9.0% | -15.8% |
| 3Y | +49.0% | +63.3% | -14.3% | -32.0% |
| 5Y | -68.1% | +33.4% | -101.5% | -78.5% |
| All | +597.9% | +115.6% | +482.3% | +209.3% |
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