+33.4%
VWO vs ROP
-16.6%
+49.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -1.7% | -8.0% | +6.3% | -0.2% |
| 30D | -0.3% | -2.7% | +2.4% | +0.1% |
| 3M | +4.0% | +16.6% | -12.6% | +0.1% |
| 6M | +8.1% | +10.4% | -2.3% | +5.3% |
| YTD | +11.6% | -12.1% | +23.7% | +15.5% |
| 1Y | +16.2% | -23.6% | +39.9% | +25.5% |
| 3Y | +63.3% | -19.3% | +82.6% | +71.4% |
| 5Y | +33.4% | -15.4% | +48.7% | +33.3% |
| All | +33.4% | -16.6% | +49.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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