+214.0%
BKNG vs VWO
+114.8%
+99.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.9% |
| 7D | -9.1% | -3.0% | -6.1% | -6.7% |
| 30D | -17.1% | -0.8% | -16.3% | -16.6% |
| 3M | +6.6% | +0.2% | +6.3% | +5.8% |
| 6M | +3.9% | +10.5% | -6.6% | -5.9% |
| YTD | -17.6% | +11.0% | -28.6% | -25.8% |
| 1Y | -19.0% | +14.4% | -33.3% | -29.2% |
| 3Y | +40.3% | +60.2% | -19.8% | -11.2% |
| 5Y | +92.7% | +33.4% | +59.3% | +45.0% |
| 10Y | +214.0% | +115.0% | +98.9% | +61.1% |
| All | +214.0% | +114.8% | +99.1% | +61.1% |
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