+27.2%
F vs VWO
+16.1%
+11.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +4.4% |
| 7D | -3.7% | -1.7% | -2.0% | -2.4% |
| 30D | -0.7% | -0.3% | -0.4% | -0.5% |
| 3M | -1.9% | +4.0% | -5.9% | -5.3% |
| 6M | +16.1% | +8.1% | +8.0% | +8.9% |
| YTD | +9.5% | +11.6% | -2.2% | +1.7% |
| 1Y | +27.2% | +16.2% | +11.0% | +11.6% |
| All | +27.2% | +16.1% | +11.1% | +11.6% |
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