+6.0%
VWO vs SFM
-35.8%
+41.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.8% |
| 7D | -1.3% | -12.3% | +11.0% | -1.6% |
| 30D | -7.1% | -16.2% | +9.1% | -7.7% |
| 3M | -6.1% | -36.8% | +30.7% | -7.9% |
| 6M | -3.9% | -32.6% | +28.7% | -5.1% |
| YTD | +5.0% | -31.7% | +36.7% | +4.3% |
| 1Y | +6.0% | -35.0% | +41.0% | +5.1% |
| All | +6.0% | -35.8% | +41.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling