+34.6%
VWO vs CF
+227.0%
-192.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +0.8% |
| 7D | +1.1% | +6.0% | -4.9% | +0.9% |
| 30D | +2.4% | +14.8% | -12.5% | +1.9% |
| 3M | +2.0% | +14.1% | -12.1% | +1.4% |
| 6M | +10.7% | +28.5% | -17.9% | +8.3% |
| YTD | +14.4% | +74.9% | -60.5% | +9.0% |
| 1Y | +22.7% | +61.7% | -39.0% | +17.5% |
| 3Y | +64.2% | +80.3% | -16.1% | +54.3% |
| All | +34.6% | +227.0% | -192.3% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling