+49.6%
F vs VWO
+36.5%
+13.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -3.9% |
| 7D | +1.2% | +0.9% | +0.2% | +0.3% |
| 30D | +1.2% | +1.3% | 0.0% | 0.0% |
| 3M | -5.7% | +5.1% | -10.8% | -10.3% |
| 6M | +17.9% | +12.5% | +5.4% | +4.8% |
| YTD | +10.4% | +14.0% | -3.6% | -3.1% |
| 1Y | +25.3% | +19.7% | +5.6% | +4.6% |
| 3Y | +37.5% | +66.8% | -29.3% | -20.7% |
| All | +49.6% | +36.5% | +13.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling