+636.5%
BA vs ITOT
+896.7%
-260.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | -11.6% | 0.0% | -11.6% | -11.6% |
| 3M | -2.4% | +2.0% | -4.3% | -4.4% |
| 6M | -6.6% | +13.0% | -19.7% | -18.7% |
| YTD | -2.2% | +14.0% | -16.2% | -15.8% |
| 1Y | -8.0% | +19.9% | -27.9% | -25.3% |
| 3Y | -5.0% | +75.8% | -80.8% | -50.7% |
| 5Y | -2.7% | +73.8% | -76.6% | -48.2% |
| 10Y | +75.9% | +295.9% | -220.0% | -57.6% |
| All | +636.5% | +896.7% | -260.2% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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