+263.3%
VWO vs CF
+5,310.1%
-5,046.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | -6.2% | +4.8% | -11.1% | -8.2% |
| 6M | -6.2% | +4.7% | -10.9% | -8.9% |
| YTD | +5.6% | +56.5% | -50.9% | -11.1% |
| 1Y | +6.2% | +48.4% | -42.3% | -9.4% |
| 3Y | +57.5% | +59.1% | -1.6% | +27.8% |
| 5Y | +28.0% | +109.5% | -81.5% | -11.1% |
| 10Y | +101.8% | +487.0% | -385.2% | -12.4% |
| All | +263.3% | +5,310.1% | -5,046.9% | -43.1% |
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 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