+35.2%
VWO vs USFD
+197.4%
-162.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.6% |
| 7D | +0.2% | -7.0% | +7.2% | +1.8% |
| 30D | +0.9% | -10.3% | +11.2% | +3.3% |
| 3M | +4.3% | +9.2% | -4.9% | +1.7% |
| 6M | +10.5% | +7.4% | +3.1% | +8.1% |
| YTD | +13.4% | +29.4% | -16.0% | +5.3% |
| 1Y | +18.6% | +24.8% | -6.3% | +10.9% |
| 3Y | +65.8% | +150.0% | -84.2% | +26.9% |
| 5Y | +35.2% | +195.5% | -160.3% | -3.6% |
| All | +35.2% | +197.4% | -162.2% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling