+75.6%
BAC vs VWO
+32.1%
+43.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.8% |
| 7D | -0.3% | -1.7% | +1.5% | +0.8% |
| 30D | -1.8% | -0.3% | -1.5% | -1.6% |
| 3M | +15.3% | +4.0% | +11.3% | +11.9% |
| 6M | +30.2% | +8.1% | +22.1% | +22.5% |
| YTD | +15.6% | +11.6% | +3.9% | +6.1% |
| 1Y | +27.5% | +16.2% | +11.2% | +13.5% |
| 3Y | +137.0% | +63.3% | +73.8% | +60.7% |
| 5Y | +75.6% | +33.4% | +42.2% | +40.6% |
| All | +75.6% | +32.1% | +43.5% | +40.6% |
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