+19.3%
VWO vs CF
+61.4%
-42.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.2% |
| 7D | +0.9% | -0.9% | +1.8% | +0.8% |
| 30D | +1.3% | +18.1% | -16.8% | +3.6% |
| 3M | +5.1% | +23.4% | -18.3% | +8.2% |
| 6M | +12.5% | +17.1% | -4.6% | +14.4% |
| YTD | +14.0% | +76.2% | -62.2% | +13.7% |
| All | +19.3% | +61.4% | -42.1% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling