+121.7%
VWO vs SFM
+117.5%
+4.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.2% |
| 7D | +0.9% | -5.8% | +6.7% | +1.4% |
| 30D | +1.3% | -11.4% | +12.6% | +2.2% |
| 3M | +5.1% | -12.2% | +17.3% | +6.0% |
| 6M | +12.5% | -5.2% | +17.7% | +12.4% |
| YTD | +14.0% | -4.5% | +18.5% | +13.6% |
| 1Y | +19.7% | -45.4% | +65.1% | +25.2% |
| 3Y | +66.8% | +91.1% | -24.3% | +51.9% |
| 5Y | +36.2% | +226.8% | -190.6% | +15.1% |
| 10Y | +111.0% | +291.9% | -180.9% | +67.1% |
| All | +121.7% | +117.5% | +4.2% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling