-11.8%
BA vs VWO
+56.9%
-68.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +2.1% | -2.0% | -1.7% |
| 30D | -8.9% | -5.5% | -3.5% | -4.8% |
| 3M | -25.5% | -6.2% | -19.3% | -21.7% |
| 6M | -27.0% | -6.4% | -20.6% | -23.3% |
| YTD | -20.1% | +5.4% | -25.5% | -24.6% |
| 1Y | -11.0% | +4.5% | -15.5% | -15.3% |
| 3Y | -11.8% | +56.1% | -67.9% | -40.3% |
| All | -11.8% | +56.9% | -68.8% | -40.3% |
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