+25,523.4%
FIX vs VWO
+328.1%
+25,195.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | +6.0% | +1.1% | +5.0% | +5.2% |
| 30D | -7.2% | +2.4% | -9.6% | -8.7% |
| 3M | -15.9% | +2.0% | -17.8% | -16.4% |
| 6M | +12.7% | +10.7% | +2.1% | +6.3% |
| YTD | +72.8% | +14.4% | +58.4% | +59.7% |
| 1Y | +122.9% | +22.7% | +100.2% | +97.1% |
| 3Y | +774.3% | +64.2% | +710.1% | +538.4% |
| 5Y | +2,049.5% | +35.8% | +2,013.7% | +1,671.3% |
| 10Y | +5,821.5% | +114.7% | +5,706.8% | +3,490.4% |
| All | +25,523.4% | +328.1% | +25,195.3% | +8,552.0% |
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