+329.3%
VWO vs ROL
+2,038.5%
-1,709.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.7% |
| 30D | +2.4% | -4.1% | +6.5% | +4.1% |
| 3M | +2.0% | -22.5% | +24.5% | +12.5% |
| 6M | +10.7% | -37.7% | +48.3% | +33.4% |
| YTD | +14.4% | -39.6% | +54.0% | +39.1% |
| 1Y | +22.7% | -36.0% | +58.7% | +44.6% |
| 3Y | +64.2% | -5.1% | +69.3% | +58.5% |
| 5Y | +35.8% | -3.4% | +39.1% | +25.2% |
| 10Y | +114.7% | +215.2% | -100.6% | -0.3% |
| All | +329.3% | +2,038.5% | -1,709.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling