+33.4%
VWO vs RL
+223.8%
-190.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -1.7% | -2.2% | +0.5% | -1.2% |
| 30D | -0.3% | -15.3% | +15.1% | +3.4% |
| 3M | +4.0% | -10.3% | +14.3% | +6.3% |
| 6M | +8.1% | -2.2% | +10.3% | +7.9% |
| YTD | +11.6% | -4.3% | +15.9% | +11.7% |
| 1Y | +16.2% | +8.9% | +7.4% | +12.7% |
| 3Y | +63.3% | +201.4% | -138.2% | +19.7% |
| 5Y | +33.4% | +230.6% | -197.2% | -6.9% |
| All | +33.4% | +223.8% | -190.4% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling