+62.5%
VWO vs BB
+64.9%
-2.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -0.1% | -12.5% | +12.4% | +1.0% |
| 3M | +2.2% | -17.4% | +19.7% | +3.4% |
| 6M | +8.8% | +119.1% | -110.4% | -0.4% |
| YTD | +12.4% | +102.4% | -90.0% | +3.7% |
| 1Y | +15.6% | +98.2% | -82.6% | +6.5% |
| 3Y | +62.5% | +46.9% | +15.6% | +41.3% |
| All | +62.5% | +64.9% | -2.4% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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