-26.7%
RIOT vs VWO
+34.0%
-60.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +0.9% |
| 7D | -1.5% | -1.8% | +0.3% | +2.7% |
| 30D | +5.7% | -0.1% | +5.8% | +6.3% |
| 3M | -17.9% | +2.2% | -20.1% | -21.0% |
| 6M | +45.0% | +8.8% | +36.2% | +24.9% |
| YTD | +69.5% | +12.4% | +57.1% | +38.0% |
| 1Y | +37.2% | +15.6% | +21.6% | +6.5% |
| 3Y | +111.7% | +62.5% | +49.2% | -24.6% |
| All | -26.7% | +34.0% | -60.8% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling