+6,577.3%
FIX vs VWO
+117.1%
+6,460.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +5.7% |
| 7D | +5.0% | -1.8% | +6.8% | +6.8% |
| 30D | -2.7% | -0.1% | -2.6% | -2.5% |
| 3M | -8.2% | +2.2% | -10.5% | -9.4% |
| 6M | +20.3% | +8.8% | +11.5% | +13.0% |
| YTD | +81.4% | +12.4% | +69.0% | +66.5% |
| 1Y | +121.5% | +15.6% | +105.9% | +99.4% |
| 3Y | +807.4% | +62.5% | +744.9% | +517.9% |
| 5Y | +2,306.7% | +34.3% | +2,272.5% | +1,803.4% |
| All | +6,577.3% | +117.1% | +6,460.2% | +3,824.8% |
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