+197.5%
VWO vs BUD
+198.8%
-1.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +1.3% | -4.8% | +6.1% | +3.3% |
| 3M | +5.1% | +1.4% | +3.7% | +4.0% |
| 6M | +12.5% | +9.9% | +2.7% | +7.3% |
| YTD | +14.0% | +26.3% | -12.3% | +2.2% |
| 1Y | +19.7% | +36.1% | -16.4% | +3.6% |
| 3Y | +66.8% | +48.6% | +18.2% | +35.5% |
| 5Y | +36.2% | +45.0% | -8.8% | +9.2% |
| 10Y | +111.0% | -23.1% | +134.1% | +116.5% |
| All | +197.5% | +198.8% | -1.2% | +30.2% |
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