+33.4%
VWO vs FDS
-28.1%
+61.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.9% |
| 7D | -1.7% | -16.0% | +14.3% | 0.0% |
| 30D | -0.3% | -6.7% | +6.4% | +0.3% |
| 3M | +4.0% | +6.0% | -2.0% | +2.8% |
| 6M | +8.1% | +25.1% | -17.0% | +3.8% |
| YTD | +11.6% | -8.1% | +19.8% | +13.2% |
| 1Y | +16.2% | -26.0% | +42.2% | +23.6% |
| 3Y | +63.3% | -36.4% | +99.7% | +77.8% |
| 5Y | +33.4% | -27.7% | +61.1% | +43.3% |
| All | +33.4% | -28.1% | +61.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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