+320.7%
BA vs VWO
+293.9%
+26.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.8% |
| 7D | -0.6% | +4.0% | -4.6% | -3.3% |
| 30D | -8.0% | -5.4% | -2.6% | -4.6% |
| 3M | -25.8% | -6.4% | -19.4% | -22.5% |
| 6M | -27.6% | -4.7% | -22.9% | -25.4% |
| YTD | -21.0% | +5.3% | -26.3% | -24.0% |
| 1Y | -12.3% | +4.3% | -16.6% | -15.1% |
| 3Y | -12.8% | +55.9% | -68.7% | -35.8% |
| 5Y | -22.4% | +25.7% | -48.1% | -33.2% |
| 10Y | +24.6% | +111.0% | -86.4% | -17.8% |
| All | +320.7% | +293.9% | +26.8% | +85.4% |
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