-62.3%
XYZ vs VWO
+27.7%
-90.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -2.0% |
| 7D | -2.2% | +1.7% | -3.8% | -4.9% |
| 30D | +11.6% | -4.2% | +15.8% | +19.8% |
| 3M | +8.4% | -4.6% | +13.1% | +17.1% |
| 6M | +17.2% | -5.0% | +22.1% | +26.1% |
| YTD | +31.7% | +6.8% | +24.9% | +14.3% |
| 1Y | +30.1% | +5.8% | +24.3% | +14.8% |
| 3Y | +66.4% | +58.1% | +8.3% | -37.9% |
| All | -62.3% | +27.7% | -90.0% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling