+33.8%
VWO vs USFR
+20.6%
+13.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.1% | +0.4% | -0.5% | -0.1% |
| 3M | +2.2% | +1.0% | +1.2% | +2.2% |
| 6M | +8.8% | +2.0% | +6.8% | +8.3% |
| YTD | +12.4% | +2.8% | +9.6% | +11.3% |
| 1Y | +15.6% | +4.1% | +11.5% | +13.3% |
| 3Y | +62.5% | +14.1% | +48.4% | +50.3% |
| All | +33.8% | +20.6% | +13.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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