+17,617.1%
FIX vs VWO
+293.6%
+17,323.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | +2.0% | +7.5% | +8.1% |
| 30D | -27.8% | -4.3% | -23.5% | -25.2% |
| 3M | -35.6% | -6.4% | -29.2% | -32.1% |
| 6M | -45.2% | -5.6% | -39.6% | -42.2% |
| YTD | +19.5% | +5.2% | +14.3% | +17.8% |
| 1Y | +24.2% | +5.2% | +19.1% | +22.8% |
| 3Y | +494.2% | +55.5% | +438.6% | +353.4% |
| 5Y | +1,036.1% | +25.6% | +1,010.5% | +896.1% |
| 10Y | +3,599.0% | +110.8% | +3,488.2% | +2,206.3% |
| All | +17,617.1% | +293.6% | +17,323.5% | +6,282.1% |
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