+23.4%
BA vs VWO
+112.1%
-88.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.2% |
| 7D | -0.6% | +4.0% | -4.6% | -4.9% |
| 30D | -8.0% | -5.4% | -2.6% | -2.5% |
| 3M | -25.8% | -6.4% | -19.4% | -20.6% |
| 6M | -27.6% | -4.7% | -22.9% | -24.3% |
| YTD | -21.0% | +5.3% | -26.3% | -26.6% |
| 1Y | -12.3% | +4.3% | -16.6% | -17.7% |
| 3Y | -12.8% | +55.9% | -68.7% | -49.5% |
| 5Y | -22.4% | +25.7% | -48.1% | -41.3% |
| All | +23.4% | +112.1% | -88.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling