+329.3%
VWO vs FFIV
+1,284.6%
-955.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | +1.1% | -1.0% | +2.0% | +1.3% |
| 30D | +2.4% | -5.1% | +7.5% | +3.7% |
| 3M | +2.0% | -4.5% | +6.4% | +2.9% |
| 6M | +10.7% | +36.5% | -25.8% | +0.4% |
| YTD | +14.4% | +53.0% | -38.5% | 0.0% |
| 1Y | +22.7% | +24.2% | -1.5% | +13.2% |
| 3Y | +64.2% | +137.2% | -73.0% | +23.1% |
| 5Y | +35.8% | +91.8% | -56.0% | +6.1% |
| 10Y | +114.7% | +215.2% | -100.5% | +39.0% |
| All | +329.3% | +1,284.6% | -955.3% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling