+33.4%
VWO vs FFIV
+95.0%
-61.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | -0.3% | -3.7% | +3.4% | +0.4% |
| 3M | +4.0% | +2.0% | +2.0% | +3.2% |
| 6M | +8.1% | +39.3% | -31.2% | -0.5% |
| YTD | +11.6% | +56.1% | -44.5% | -0.4% |
| 1Y | +16.2% | +22.0% | -5.7% | +9.7% |
| 3Y | +63.3% | +148.2% | -84.9% | +25.5% |
| 5Y | +33.4% | +96.3% | -63.0% | +6.4% |
| All | +33.4% | +95.0% | -61.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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