+174.5%
VWO vs BUD
+217.8%
-43.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +2.0% | +1.0% | +1.0% | +1.5% |
| 30D | -4.3% | +6.7% | -11.0% | -7.1% |
| 3M | -6.4% | +5.7% | -12.1% | -9.0% |
| 6M | -5.6% | +5.8% | -11.5% | -8.8% |
| YTD | +5.2% | +34.4% | -29.2% | -8.5% |
| 1Y | +5.2% | +33.3% | -28.1% | -8.4% |
| 3Y | +55.5% | +48.8% | +6.7% | +26.3% |
| 5Y | +25.6% | +52.5% | -26.9% | -1.4% |
| 10Y | +110.8% | -4.0% | +114.8% | +91.2% |
| All | +174.5% | +217.8% | -43.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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