+325.3%
VWO vs FTI
+1,315.4%
-990.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | +0.9% | +5.0% | -4.1% | -0.8% |
| 3M | +4.3% | +13.8% | -9.6% | -0.6% |
| 6M | +10.5% | +22.9% | -12.3% | +2.4% |
| YTD | +13.4% | +75.0% | -61.6% | -6.4% |
| 1Y | +18.6% | +96.9% | -78.3% | -6.2% |
| 3Y | +65.8% | +276.7% | -210.9% | +1.3% |
| 5Y | +35.2% | +1,157.0% | -1,121.8% | -50.1% |
| 10Y | +116.6% | +310.7% | -194.1% | -3.5% |
| All | +325.3% | +1,315.4% | -990.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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