+420.5%
BA vs VWO
+328.1%
+92.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | +1.2% | +1.1% | +0.1% | +0.4% |
| 30D | -11.6% | +2.4% | -14.0% | -13.1% |
| 3M | -2.4% | +2.0% | -4.4% | -3.8% |
| 6M | -6.6% | +10.7% | -17.3% | -12.9% |
| YTD | -2.2% | +14.4% | -16.7% | -11.0% |
| 1Y | -8.0% | +22.7% | -30.7% | -20.3% |
| 3Y | -5.0% | +64.2% | -69.2% | -32.4% |
| 5Y | -2.7% | +35.8% | -38.5% | -20.5% |
| 10Y | +75.9% | +114.7% | -38.8% | +13.6% |
| All | +420.5% | +328.1% | +92.4% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling