+294.7%
VWO vs FE
+196.5%
+98.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +2.0% | +1.2% | +0.7% | +1.4% |
| 30D | -4.3% | +4.5% | -8.8% | -6.3% |
| 3M | -6.4% | +1.3% | -7.7% | -7.1% |
| 6M | -5.6% | +8.7% | -14.3% | -9.7% |
| YTD | +5.2% | +9.2% | -4.0% | +0.1% |
| 1Y | +5.2% | +7.0% | -1.8% | +0.9% |
| 3Y | +55.5% | +51.4% | +4.1% | +23.8% |
| 5Y | +25.6% | +47.7% | -22.1% | -1.6% |
| 10Y | +110.8% | +125.0% | -14.2% | +13.3% |
| All | +294.7% | +196.5% | +98.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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