+321.7%
VWO vs FDS
+905.2%
-583.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -1.8% | -14.0% | +12.2% | +4.6% |
| 30D | -0.1% | -6.2% | +6.1% | +2.2% |
| 3M | +2.2% | +10.2% | -7.9% | -4.3% |
| 6M | +8.8% | +27.4% | -18.7% | -6.9% |
| YTD | +12.4% | -9.3% | +21.7% | +11.0% |
| 1Y | +15.6% | -28.6% | +44.2% | +26.4% |
| 3Y | +62.5% | -36.8% | +99.3% | +84.0% |
| 5Y | +34.3% | -28.6% | +62.9% | +38.0% |
| 10Y | +114.8% | +64.1% | +50.7% | +27.8% |
| All | +321.7% | +905.2% | -583.5% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling