+62.5%
VWO vs BAX
-35.4%
+97.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -1.8% | -7.9% | +6.1% | -0.8% |
| 30D | -0.1% | -11.7% | +11.6% | +1.3% |
| 3M | +2.2% | +16.2% | -14.0% | 0.0% |
| 6M | +8.8% | +32.0% | -23.2% | +4.3% |
| YTD | +12.4% | +24.7% | -12.3% | +8.1% |
| 1Y | +15.6% | -2.6% | +18.2% | +14.5% |
| 3Y | +62.5% | -35.0% | +97.5% | +64.5% |
| All | +62.5% | -35.4% | +97.9% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling