+37.8%
VWO vs FRSH
-72.5%
+110.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.8% | -6.6% | +4.8% | -1.1% |
| 30D | -0.1% | +2.1% | -2.2% | -0.4% |
| 3M | +2.2% | +29.0% | -26.7% | -0.7% |
| 6M | +8.8% | +48.6% | -39.9% | +3.8% |
| YTD | +12.4% | -2.9% | +15.3% | +11.8% |
| 1Y | +15.6% | -7.9% | +23.5% | +15.5% |
| 3Y | +62.5% | -46.5% | +109.0% | +68.8% |
| All | +37.8% | -72.5% | +110.3% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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