+124.5%
VWO vs USFD
+347.2%
-222.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.0% | +1.7% | +0.3% | +1.6% |
| 30D | -4.3% | +10.2% | -14.4% | -6.2% |
| 3M | -6.4% | -1.5% | -4.9% | -6.3% |
| 6M | -5.6% | +27.3% | -33.0% | -10.6% |
| YTD | +5.2% | +44.0% | -38.8% | -3.3% |
| 1Y | +5.2% | +50.4% | -45.2% | -4.2% |
| 3Y | +55.5% | +153.6% | -98.0% | +26.0% |
| 5Y | +25.6% | +219.0% | -193.4% | -4.4% |
| 10Y | +110.8% | +361.5% | -250.7% | +39.8% |
| All | +124.5% | +347.2% | -222.7% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling