-20.6%
BA vs VWO
+27.4%
-48.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | 0.0% | +2.1% | -2.0% | -2.0% |
| 30D | -8.9% | -5.5% | -3.5% | -4.1% |
| 3M | -25.5% | -6.2% | -19.3% | -21.1% |
| 6M | -27.0% | -6.4% | -20.6% | -22.7% |
| YTD | -20.1% | +5.4% | -25.5% | -25.2% |
| 1Y | -11.0% | +4.5% | -15.5% | -16.0% |
| 3Y | -11.8% | +56.1% | -67.9% | -46.3% |
| 5Y | -20.6% | +28.1% | -48.7% | -35.6% |
| All | -20.6% | +27.4% | -48.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling