+71.1%
BA vs VWO
+115.6%
-44.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.9% |
| 7D | -2.7% | -1.7% | -1.0% | -0.8% |
| 30D | -12.2% | -0.3% | -11.9% | -12.0% |
| 3M | -2.0% | +4.0% | -6.0% | -6.4% |
| 6M | -6.0% | +8.1% | -14.1% | -14.1% |
| YTD | -5.7% | +11.6% | -17.3% | -17.3% |
| 1Y | -10.0% | +16.2% | -26.2% | -24.8% |
| 3Y | -3.1% | +63.3% | -66.3% | -45.8% |
| 5Y | -2.6% | +33.4% | -36.0% | -30.4% |
| All | +71.1% | +115.6% | -44.6% | -16.5% |
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