+112.8%
VWO vs RNG
+301.7%
-188.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.8% | -6.1% | +4.3% | -1.1% |
| 30D | -0.1% | +9.6% | -9.7% | -1.3% |
| 3M | +2.2% | +83.3% | -81.1% | -5.6% |
| 6M | +8.8% | +77.9% | -69.2% | +0.1% |
| YTD | +12.4% | +139.9% | -127.5% | -1.5% |
| 1Y | +15.6% | +121.7% | -106.1% | +2.0% |
| 3Y | +62.5% | +121.9% | -59.3% | +39.5% |
| 5Y | +34.3% | -68.4% | +102.6% | +40.5% |
| 10Y | +114.8% | +220.0% | -105.3% | +56.2% |
| All | +112.8% | +301.7% | -188.9% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling