+113.0%
VWO vs RL
+311.3%
-198.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.8% | -3.4% | +1.7% | -1.0% |
| 30D | -0.1% | -14.4% | +14.3% | +3.3% |
| 3M | +2.2% | -13.6% | +15.8% | +5.4% |
| 6M | +8.8% | +0.6% | +8.2% | +7.9% |
| YTD | +12.4% | -3.6% | +16.0% | +12.4% |
| 1Y | +15.6% | +8.3% | +7.2% | +12.3% |
| 3Y | +62.5% | +204.8% | -142.3% | +21.6% |
| 5Y | +34.3% | +232.9% | -198.7% | -4.1% |
| All | +113.0% | +311.3% | -198.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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