+120.2%
BAC vs VWO
+328.1%
-207.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.8% |
| 7D | +1.1% | +1.1% | 0.0% | +0.1% |
| 30D | -0.4% | +2.4% | -2.8% | -2.7% |
| 3M | +16.9% | +2.0% | +14.9% | +14.0% |
| 6M | +26.6% | +10.7% | +15.9% | +13.5% |
| YTD | +15.8% | +14.4% | +1.4% | +0.3% |
| 1Y | +27.2% | +22.7% | +4.5% | +2.7% |
| 3Y | +132.4% | +64.2% | +68.2% | +39.3% |
| 5Y | +72.6% | +35.8% | +36.8% | +23.1% |
| 10Y | +389.7% | +114.7% | +275.0% | +117.8% |
| All | +120.2% | +328.1% | -207.9% | -27.9% |
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