+46.0%
F vs VWO
+56.0%
-10.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.1% | +2.0% | -5.1% | -4.5% |
| 30D | 0.0% | -4.3% | +4.3% | +3.3% |
| 3M | -13.2% | -6.4% | -6.8% | -8.9% |
| 6M | -10.2% | -5.6% | -4.6% | -6.4% |
| YTD | -4.9% | +5.2% | -10.1% | -8.9% |
| 1Y | -6.1% | +5.2% | -11.3% | -10.0% |
| 3Y | +46.0% | +55.5% | -9.6% | -6.5% |
| All | +46.0% | +56.0% | -10.1% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling