+325.3%
VWO vs VFC
+65.4%
+259.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.8% |
| 30D | +0.9% | -13.4% | +14.3% | +5.1% |
| 3M | +4.3% | -23.7% | +28.0% | +11.5% |
| 6M | +10.5% | -24.5% | +35.0% | +17.9% |
| YTD | +13.4% | -27.8% | +41.2% | +21.9% |
| 1Y | +18.6% | -13.5% | +32.0% | +18.9% |
| 3Y | +65.8% | -27.1% | +92.9% | +48.1% |
| 5Y | +35.2% | -79.0% | +114.2% | +94.2% |
| 10Y | +116.6% | -68.7% | +185.4% | +120.5% |
| All | +325.3% | +65.4% | +259.9% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling