-0.3%
BA vs VWO
+66.7%
-67.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +2.5% | +0.9% | +1.6% | +1.7% |
| 30D | -10.1% | +1.3% | -11.4% | -11.1% |
| 3M | -2.4% | +5.1% | -7.5% | -6.5% |
| 6M | -8.8% | +12.5% | -21.4% | -17.7% |
| YTD | -2.9% | +14.0% | -17.0% | -13.7% |
| 1Y | -8.8% | +19.7% | -28.5% | -22.3% |
| 3Y | -0.3% | +66.8% | -67.0% | -37.3% |
| All | -0.3% | +66.7% | -67.0% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling