+113.0%
VWO vs VFC
-69.1%
+182.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.6% |
| 30D | -0.1% | -9.0% | +8.9% | +1.5% |
| 3M | +2.2% | -24.2% | +26.4% | +6.6% |
| 6M | +8.8% | -18.5% | +27.3% | +11.7% |
| YTD | +12.4% | -25.9% | +38.3% | +17.0% |
| 1Y | +15.6% | -13.0% | +28.6% | +16.0% |
| 3Y | +62.5% | -20.3% | +82.9% | +51.4% |
| 5Y | +34.3% | -78.1% | +112.3% | +74.4% |
| All | +113.0% | -69.1% | +182.1% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling