+153.8%
F vs VWO
+328.1%
-174.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | -3.7% | +2.0% | -5.7% | -5.2% |
| 6M | +16.8% | +10.7% | +6.1% | +8.3% |
| YTD | +15.3% | +14.4% | +0.9% | +4.4% |
| 1Y | +31.0% | +22.7% | +8.3% | +12.5% |
| 3Y | +45.4% | +64.2% | -18.8% | +0.5% |
| 5Y | +54.7% | +35.8% | +18.9% | +24.2% |
| 10Y | +98.2% | +114.7% | -16.5% | +13.7% |
| All | +153.8% | +328.1% | -174.3% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling