+116.6%
VWO vs FN
+890.7%
-774.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.2% | +5.8% | -5.6% | -0.7% |
| 30D | +0.9% | -20.6% | +21.5% | +4.0% |
| 3M | +4.3% | -28.6% | +32.9% | +8.5% |
| 6M | +10.5% | -20.7% | +31.3% | +11.7% |
| YTD | +13.4% | -8.1% | +21.5% | +10.9% |
| 1Y | +18.6% | +13.3% | +5.2% | +11.3% |
| 3Y | +65.8% | +175.7% | -109.9% | +25.1% |
| 5Y | +35.2% | +297.4% | -262.2% | -9.1% |
| 10Y | +116.6% | +950.9% | -834.3% | +11.9% |
| All | +116.6% | +890.7% | -774.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling