+3,604.4%
FIX vs VWO
+112.1%
+3,492.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.5% |
| 7D | +17.0% | +4.0% | +13.0% | +12.9% |
| 30D | -30.6% | -5.4% | -25.1% | -26.4% |
| 3M | -35.0% | -6.4% | -28.6% | -30.4% |
| 6M | -44.0% | -4.7% | -39.3% | -40.4% |
| YTD | +21.1% | +5.3% | +15.9% | +18.6% |
| 1Y | +16.3% | +4.3% | +11.9% | +15.1% |
| 3Y | +507.4% | +55.9% | +451.5% | +328.3% |
| 5Y | +1,052.1% | +25.7% | +1,026.4% | +870.7% |
| All | +3,604.4% | +112.1% | +3,492.3% | +2,042.6% |
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 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