-42.2%
RIG vs VWO
+117.1%
-159.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.7% |
| 7D | -3.1% | -1.8% | -1.3% | -0.8% |
| 30D | -0.5% | -0.1% | -0.4% | -0.6% |
| 3M | -6.0% | +2.2% | -8.2% | -9.8% |
| 6M | -10.1% | +8.8% | -18.9% | -23.0% |
| YTD | +37.3% | +12.4% | +24.9% | +12.4% |
| 1Y | +73.9% | +15.6% | +58.3% | +37.5% |
| 3Y | -30.2% | +62.5% | -92.7% | -66.5% |
| 5Y | +62.5% | +34.3% | +28.2% | +5.1% |
| All | -42.2% | +117.1% | -159.3% | -75.7% |
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