+57.5%
VWO vs CF
+58.0%
-0.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -5.3% | +6.9% | -12.2% | -5.1% |
| 3M | -6.2% | +4.8% | -11.1% | -6.1% |
| 6M | -6.2% | +4.7% | -10.9% | -6.2% |
| YTD | +5.6% | +56.5% | -50.9% | +0.1% |
| 1Y | +6.2% | +48.4% | -42.3% | +1.2% |
| 3Y | +57.5% | +59.1% | -1.6% | +43.7% |
| All | +57.5% | +58.0% | -0.5% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling