+139.0%
VWO vs FN
+3,620.5%
-3,481.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.3% |
| 7D | +1.1% | -1.7% | +2.7% | +1.3% |
| 30D | +2.4% | -22.0% | +24.4% | +5.6% |
| 3M | +2.0% | -43.0% | +45.0% | +9.4% |
| 6M | +10.7% | -27.7% | +38.4% | +13.3% |
| YTD | +14.4% | -10.5% | +24.9% | +12.6% |
| 1Y | +22.7% | +12.5% | +10.2% | +15.9% |
| 3Y | +64.2% | +153.8% | -89.6% | +29.8% |
| 5Y | +35.8% | +288.0% | -252.2% | -2.9% |
| 10Y | +114.7% | +906.4% | -791.7% | +27.2% |
| All | +139.0% | +3,620.5% | -3,481.6% | +19.4% |
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