+110.3%
BP vs VWO
+326.6%
-216.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.7% |
| 7D | +0.9% | +0.9% | 0.0% | +0.3% |
| 30D | +9.1% | +1.3% | +7.9% | +8.2% |
| 3M | +3.9% | +5.1% | -1.2% | -0.1% |
| 6M | +13.6% | +12.5% | +1.1% | +3.1% |
| YTD | +34.0% | +14.0% | +20.0% | +20.3% |
| 1Y | +39.2% | +19.7% | +19.4% | +20.6% |
| 3Y | +36.4% | +66.8% | -30.4% | -6.1% |
| 5Y | +135.8% | +36.2% | +99.6% | +85.3% |
| 10Y | +125.0% | +111.0% | +14.0% | +33.2% |
| All | +110.3% | +326.6% | -216.4% | -25.3% |
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