+293.5%
VWO vs CF
+5,948.3%
-5,654.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.6% |
| 7D | +1.1% | +6.0% | -4.9% | -0.6% |
| 30D | +2.4% | +14.8% | -12.5% | -1.8% |
| 3M | +2.0% | +14.1% | -12.1% | -2.4% |
| 6M | +10.7% | +28.5% | -17.9% | -0.1% |
| YTD | +14.4% | +74.9% | -60.5% | -6.1% |
| 1Y | +22.7% | +61.7% | -39.0% | +2.6% |
| 3Y | +64.2% | +80.3% | -16.1% | +28.9% |
| 5Y | +35.8% | +226.0% | -190.2% | -17.9% |
| 10Y | +114.7% | +569.9% | -455.2% | -10.5% |
| All | +293.5% | +5,948.3% | -5,654.8% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling