+321.7%
VWO vs RRX
+630.9%
-309.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.8% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | -0.1% | -6.1% | +6.0% | +2.4% |
| 3M | +2.2% | -23.1% | +25.3% | +11.8% |
| 6M | +8.8% | -19.5% | +28.3% | +14.9% |
| YTD | +12.4% | +16.1% | -3.7% | +0.1% |
| 1Y | +15.6% | +12.9% | +2.7% | +3.1% |
| 3Y | +62.5% | +7.9% | +54.6% | +35.6% |
| 5Y | +34.3% | +19.1% | +15.2% | +0.6% |
| 10Y | +114.8% | +225.8% | -111.0% | -16.3% |
| All | +321.7% | +630.9% | -309.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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