-22.6%
FPS vs VWO
+0.5%
-23.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.7% | -19.0% | -20.9% |
| 7D | -23.3% | -1.3% | -22.0% | -21.4% |
| 30D | -42.4% | -7.1% | -35.3% | -31.9% |
| 3M | -43.0% | -6.1% | -36.9% | -34.2% |
| 6M | -44.5% | -3.9% | -40.6% | -37.8% |
| All | -22.6% | +0.5% | -23.1% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling