+1,092.2%
FIX vs VWO
+28.1%
+1,064.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +3.6% |
| 7D | +6.4% | +1.7% | +4.8% | +5.2% |
| 30D | -29.1% | -4.2% | -24.9% | -25.4% |
| 3M | -31.1% | -4.6% | -26.5% | -27.2% |
| 6M | -42.8% | -5.0% | -37.9% | -38.8% |
| YTD | +24.6% | +6.8% | +17.9% | +20.3% |
| 1Y | +21.9% | +5.8% | +16.2% | +18.9% |
| 3Y | +524.9% | +58.1% | +466.8% | +342.4% |
| 5Y | +1,092.2% | +27.6% | +1,064.7% | +924.2% |
| All | +1,092.2% | +28.1% | +1,064.2% | +924.2% |
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