+11.4%
FPS vs VWO
+9.2%
+2.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.8% |
| 7D | +10.4% | +0.9% | +9.5% | +8.3% |
| 30D | -16.5% | +1.3% | -17.8% | -18.7% |
| 3M | -45.5% | +5.1% | -50.6% | -50.2% |
| 6M | +2.1% | +12.5% | -10.5% | -14.8% |
| All | +11.4% | +9.2% | +2.3% | -1.4% |
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