+111.6%
VWO vs USFD
+310.2%
-198.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -1.7% | -8.0% | +6.3% | -0.1% |
| 30D | -0.3% | -13.1% | +12.8% | +2.5% |
| 3M | +4.0% | +6.5% | -2.6% | +2.3% |
| 6M | +8.1% | +5.7% | +2.4% | +6.4% |
| YTD | +11.6% | +27.5% | -15.9% | +5.3% |
| 1Y | +16.2% | +23.4% | -7.2% | +10.2% |
| 3Y | +63.3% | +146.4% | -83.2% | +33.0% |
| 5Y | +33.4% | +196.8% | -163.4% | +2.9% |
| All | +111.6% | +310.2% | -198.6% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling