+0.7%
FPS vs VWO
+6.9%
-6.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.2% | -2.5% |
| 7D | -4.6% | -1.7% | -2.9% | -0.8% |
| 30D | -22.6% | -0.3% | -22.3% | -22.0% |
| 3M | -45.1% | +4.0% | -49.1% | -48.5% |
| 6M | -17.8% | +8.1% | -25.9% | -25.2% |
| All | +0.7% | +6.9% | -6.2% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling