+116.6%
VWO vs CF
+599.7%
-483.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.0% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +0.9% | +14.3% | -13.4% | -1.1% |
| 3M | +4.3% | +27.9% | -23.6% | +0.3% |
| 6M | +10.5% | +25.5% | -15.0% | +5.1% |
| YTD | +13.4% | +81.2% | -67.8% | +0.8% |
| 1Y | +18.6% | +66.5% | -47.9% | +6.7% |
| 3Y | +65.8% | +76.7% | -10.9% | +45.1% |
| 5Y | +35.2% | +237.8% | -202.6% | -2.1% |
| 10Y | +116.6% | +619.9% | -503.2% | +36.1% |
| All | +116.6% | +599.7% | -483.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling