+33.8%
VWO vs SFM
+213.6%
-179.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -1.8% | -10.6% | +8.8% | -1.3% |
| 30D | -0.1% | -15.5% | +15.4% | +0.6% |
| 3M | +2.2% | -17.4% | +19.7% | +2.9% |
| 6M | +8.8% | -3.4% | +12.2% | +8.5% |
| YTD | +12.4% | -8.7% | +21.1% | +12.4% |
| 1Y | +15.6% | -47.2% | +62.8% | +19.3% |
| 3Y | +62.5% | +82.7% | -20.2% | +53.9% |
| All | +33.8% | +213.6% | -179.8% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling