+64.3%
VWO vs RVMD
+620.8%
-556.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | -1.7% | -3.6% | +1.8% | -1.4% |
| 30D | -0.3% | -1.1% | +0.8% | -0.2% |
| 3M | +4.0% | +41.0% | -37.1% | +0.3% |
| 6M | +8.1% | +105.7% | -97.6% | -0.4% |
| YTD | +11.6% | +155.3% | -143.7% | -0.3% |
| 1Y | +16.2% | +402.7% | -386.5% | -3.8% |
| 3Y | +63.3% | +533.1% | -469.8% | +27.6% |
| 5Y | +33.4% | +583.5% | -550.2% | -1.9% |
| All | +64.3% | +620.8% | -556.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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