+63.9%
VWO vs ROL
-1.5%
+65.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +0.2% | -3.3% | +3.4% | +0.4% |
| 30D | +0.9% | -7.2% | +8.1% | +1.4% |
| 3M | +4.3% | -27.0% | +31.2% | +6.6% |
| 6M | +10.5% | -39.5% | +50.0% | +15.0% |
| YTD | +13.4% | -41.8% | +55.2% | +18.3% |
| 1Y | +18.6% | -38.9% | +57.4% | +23.1% |
| All | +63.9% | -1.5% | +65.4% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling