+533.2%
XYZ vs VWO
+138.2%
+395.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.8% |
| 7D | -1.0% | +1.1% | -2.0% | -2.5% |
| 30D | -1.7% | +2.4% | -4.1% | -5.0% |
| 3M | +16.7% | +2.0% | +14.7% | +12.9% |
| 6M | +26.9% | +10.7% | +16.2% | +8.8% |
| YTD | +27.1% | +14.4% | +12.7% | +3.7% |
| 1Y | +9.3% | +22.7% | -13.5% | -19.5% |
| 3Y | +42.3% | +64.2% | -21.9% | -32.1% |
| 5Y | -69.3% | +35.8% | -105.1% | -79.3% |
| 10Y | +586.8% | +114.7% | +472.1% | +201.7% |
| All | +533.2% | +138.2% | +395.0% | +152.7% |
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