+325.2%
BA vs VWO
+294.4%
+30.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +2.1% | -2.0% | -1.4% |
| 30D | -8.9% | -5.5% | -3.5% | -5.5% |
| 3M | -25.5% | -6.2% | -19.3% | -22.4% |
| 6M | -27.0% | -6.4% | -20.6% | -23.8% |
| YTD | -20.1% | +5.4% | -25.5% | -23.3% |
| 1Y | -11.0% | +4.5% | -15.5% | -14.0% |
| 3Y | -11.8% | +56.1% | -67.9% | -35.2% |
| 5Y | -20.6% | +28.1% | -48.7% | -32.6% |
| 10Y | +26.6% | +107.3% | -80.7% | -15.7% |
| All | +325.2% | +294.4% | +30.8% | +87.2% |
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