+115.5%
VWO vs FN
+2,887.5%
-2,772.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.7% | -9.7% | +0.2% |
| 7D | -0.4% | 0.0% | -0.3% | -0.8% |
| 30D | -7.6% | -34.3% | +26.7% | -2.5% |
| 3M | -7.6% | -39.9% | +32.2% | -1.9% |
| 6M | -8.7% | -51.8% | +43.1% | -1.0% |
| YTD | +3.2% | -28.1% | +31.3% | +3.9% |
| 1Y | +3.6% | -29.1% | +32.7% | +4.1% |
| 3Y | +51.8% | +102.4% | -50.6% | +23.0% |
| 5Y | +26.0% | +171.7% | -145.6% | -5.4% |
| 10Y | +99.3% | +773.5% | -674.2% | +19.6% |
| All | +115.5% | +2,887.5% | -2,772.0% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling