+333.1%
RCL vs VWO
+117.1%
+216.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.4% |
| 7D | -1.9% | -1.8% | -0.1% | +0.3% |
| 30D | -15.5% | -0.1% | -15.4% | -15.5% |
| 3M | -9.7% | +2.2% | -11.9% | -12.7% |
| 6M | -8.7% | +8.8% | -17.5% | -17.8% |
| YTD | -5.8% | +12.4% | -18.1% | -18.7% |
| 1Y | -24.5% | +15.6% | -40.0% | -37.5% |
| 3Y | +173.9% | +62.5% | +111.4% | +42.8% |
| 5Y | +228.0% | +34.3% | +193.7% | +125.4% |
| All | +333.1% | +117.1% | +216.0% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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