+33.8%
VWO vs RNG
-68.4%
+102.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.8% | -6.1% | +4.3% | -1.2% |
| 30D | -0.1% | +9.6% | -9.7% | -1.1% |
| 3M | +2.2% | +83.3% | -81.1% | -4.3% |
| 6M | +8.8% | +77.9% | -69.2% | +1.5% |
| YTD | +12.4% | +139.9% | -127.5% | +0.5% |
| 1Y | +15.6% | +121.7% | -106.1% | +4.0% |
| 3Y | +62.5% | +121.9% | -59.3% | +42.4% |
| All | +33.8% | -68.4% | +102.2% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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