+113.0%
VWO vs ROL
+211.6%
-98.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | -0.1% | -4.9% | +4.8% | +1.0% |
| 3M | +2.2% | -25.8% | +28.1% | +8.9% |
| 6M | +8.8% | -37.6% | +46.3% | +20.4% |
| YTD | +12.4% | -41.5% | +53.9% | +26.0% |
| 1Y | +15.6% | -39.5% | +55.1% | +28.2% |
| 3Y | +62.5% | +0.1% | +62.4% | +56.3% |
| 5Y | +34.3% | -4.6% | +38.9% | +28.2% |
| All | +113.0% | +211.6% | -98.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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