+61.4%
VWO vs VFC
-28.4%
+89.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.4% |
| 7D | -1.7% | -3.3% | +1.6% | -1.4% |
| 30D | -0.3% | -14.0% | +13.7% | +1.1% |
| 3M | +4.0% | -22.6% | +26.5% | +6.2% |
| 6M | +8.1% | -24.7% | +32.8% | +10.6% |
| YTD | +11.6% | -29.0% | +40.6% | +14.6% |
| 1Y | +16.2% | -13.8% | +30.0% | +17.0% |
| All | +61.4% | -28.4% | +89.8% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling