+31.0%
F vs VWO
+23.1%
+7.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +0.9% |
| 7D | +5.3% | +1.1% | +4.3% | +4.5% |
| 30D | +4.6% | +2.4% | +2.2% | +2.7% |
| 3M | -3.7% | +2.0% | -5.7% | -5.2% |
| 6M | +16.8% | +10.7% | +6.1% | +7.7% |
| YTD | +15.3% | +14.4% | +0.9% | +5.3% |
| 1Y | +31.0% | +22.7% | +8.3% | +16.7% |
| All | +31.0% | +23.1% | +7.9% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling