+127.9%
VWO vs USFD
+352.6%
-224.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | -4.2% | +12.3% | -16.5% | -6.5% |
| 3M | -4.6% | -0.7% | -3.9% | -4.7% |
| 6M | -5.0% | +31.3% | -36.2% | -10.5% |
| YTD | +6.8% | +45.7% | -38.9% | -2.1% |
| 1Y | +5.8% | +52.1% | -46.4% | -3.9% |
| 3Y | +58.1% | +158.2% | -100.1% | +27.6% |
| 5Y | +27.6% | +213.8% | -186.2% | -2.6% |
| 10Y | +113.9% | +367.0% | -253.1% | +41.5% |
| All | +127.9% | +352.6% | -224.7% | +50.8% |
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