+130.5%
VWO vs USFR
+27.6%
+102.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.9% | +0.3% | +0.6% | +0.8% |
| 3M | +4.3% | +1.0% | +3.3% | +3.9% |
| 6M | +10.5% | +1.9% | +8.6% | +9.7% |
| YTD | +13.4% | +2.7% | +10.7% | +12.2% |
| 1Y | +18.6% | +4.0% | +14.6% | +16.7% |
| 3Y | +65.8% | +14.0% | +51.8% | +57.3% |
| 5Y | +35.2% | +20.4% | +14.8% | +25.5% |
| 10Y | +116.6% | +28.0% | +88.6% | +96.8% |
| All | +130.5% | +27.6% | +102.9% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling