+102.3%
VWO vs BAH
+876.9%
-774.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.9% | -4.3% | +5.2% | +1.7% |
| 30D | +1.3% | -4.5% | +5.7% | +2.0% |
| 3M | +5.1% | -7.6% | +12.7% | +6.2% |
| 6M | +12.5% | -10.6% | +23.2% | +14.0% |
| YTD | +14.0% | -12.6% | +26.6% | +15.1% |
| 1Y | +19.7% | -27.0% | +46.7% | +25.0% |
| 3Y | +66.8% | -31.5% | +98.3% | +70.5% |
| 5Y | +36.2% | -3.8% | +40.0% | +25.4% |
| 10Y | +111.0% | +183.9% | -72.9% | +41.6% |
| All | +102.3% | +876.9% | -774.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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