+36.2%
VWO vs FN
+299.7%
-263.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | +0.9% | +3.5% | -2.6% | +0.5% |
| 30D | +1.3% | -26.0% | +27.2% | +4.5% |
| 3M | +5.1% | -33.3% | +38.3% | +9.2% |
| 6M | +12.5% | -14.9% | +27.5% | +12.6% |
| YTD | +14.0% | -8.6% | +22.6% | +12.5% |
| 1Y | +19.7% | +12.3% | +7.4% | +14.7% |
| 3Y | +66.8% | +174.4% | -107.6% | +36.1% |
| 5Y | +36.2% | +296.4% | -260.2% | +1.1% |
| All | +36.2% | +299.7% | -263.5% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling