+392.9%
BAC vs VWO
+117.1%
+275.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | 0.0% | -1.8% | +1.8% | +1.4% |
| 30D | -2.8% | -0.1% | -2.7% | -2.8% |
| 3M | +14.2% | +2.2% | +12.0% | +11.7% |
| 6M | +30.5% | +8.8% | +21.8% | +20.6% |
| YTD | +15.8% | +12.4% | +3.4% | +3.8% |
| 1Y | +26.2% | +15.6% | +10.6% | +10.2% |
| 3Y | +136.5% | +62.5% | +74.0% | +51.5% |
| 5Y | +75.9% | +34.3% | +41.7% | +33.0% |
| All | +392.9% | +117.1% | +275.8% | +163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling