+67.2%
F vs VWO
+112.1%
-44.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -1.7% |
| 7D | -3.9% | +4.0% | -7.9% | -7.2% |
| 30D | -0.5% | -5.4% | +5.0% | +4.3% |
| 3M | -12.9% | -6.4% | -6.5% | -8.0% |
| 6M | +1.5% | -4.7% | +6.2% | +5.4% |
| YTD | -5.0% | +5.3% | -10.3% | -9.8% |
| 1Y | -7.3% | +4.3% | -11.7% | -11.3% |
| 3Y | +45.3% | +55.9% | -10.7% | -3.8% |
| 5Y | -15.8% | +25.7% | -41.5% | -32.3% |
| All | +67.2% | +112.1% | -44.9% | -9.2% |
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