+262.5%
VWO vs CF
+5,449.8%
-5,187.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.9% |
| 7D | +2.1% | +4.8% | -2.7% | +0.6% |
| 30D | -5.5% | +9.7% | -15.2% | -8.2% |
| 3M | -6.2% | +1.2% | -7.4% | -7.2% |
| 6M | -6.4% | +7.4% | -13.8% | -9.7% |
| YTD | +5.4% | +60.5% | -55.1% | -11.9% |
| 1Y | +4.5% | +50.7% | -46.2% | -11.1% |
| 3Y | +56.1% | +64.8% | -8.7% | +25.5% |
| 5Y | +28.1% | +115.8% | -87.7% | -11.7% |
| 10Y | +107.3% | +481.0% | -373.7% | -9.4% |
| All | +262.5% | +5,449.8% | -5,187.3% | -43.6% |
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