+684.0%
RSP vs VWO
+326.6%
+357.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -0.4% | +0.9% | -1.3% | -1.0% |
| 30D | -1.5% | +1.3% | -2.8% | -2.3% |
| 3M | +4.8% | +5.1% | -0.3% | +1.4% |
| 6M | +10.3% | +12.5% | -2.3% | +1.9% |
| YTD | +14.1% | +14.0% | 0.0% | +4.4% |
| 1Y | +17.0% | +19.7% | -2.7% | +3.7% |
| 3Y | +54.2% | +66.8% | -12.6% | +10.3% |
| 5Y | +51.5% | +36.2% | +15.3% | +22.2% |
| 10Y | +204.4% | +111.0% | +93.4% | +84.9% |
| All | +684.0% | +326.6% | +357.4% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling