+547.1%
XYZ vs VWO
+119.0%
+428.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | -1.1% | +2.0% | -3.0% | -3.7% |
| 30D | +11.5% | -4.3% | +15.8% | +18.8% |
| 3M | +1.8% | -6.4% | +8.2% | +11.8% |
| 6M | +21.2% | -5.6% | +26.9% | +30.9% |
| YTD | +29.9% | +5.2% | +24.7% | +19.4% |
| 1Y | +35.8% | +5.2% | +30.6% | +24.8% |
| 3Y | +62.6% | +55.5% | +7.1% | -16.9% |
| 5Y | -62.8% | +25.6% | -88.4% | -71.9% |
| 10Y | +612.0% | +110.8% | +501.1% | +237.0% |
| All | +547.1% | +119.0% | +428.1% | +191.1% |
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