+113.0%
VWO vs BBY
+252.7%
-139.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.1% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -0.1% | +9.4% | -9.5% | -2.0% |
| 3M | +2.2% | +19.3% | -17.1% | -1.6% |
| 6M | +8.8% | +47.9% | -39.2% | -0.3% |
| YTD | +12.4% | +39.6% | -27.2% | +3.9% |
| 1Y | +15.6% | +22.2% | -6.6% | +9.6% |
| 3Y | +62.5% | +45.0% | +17.5% | +43.9% |
| 5Y | +34.3% | +2.6% | +31.7% | +24.9% |
| All | +113.0% | +252.7% | -139.7% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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