+31.1%
BA vs VCIT
+29.0%
+2.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -3.0% |
| 7D | -0.1% | +0.5% | -0.5% | -0.9% |
| 30D | -9.1% | +2.1% | -11.2% | -12.6% |
| 3M | -28.2% | -1.6% | -26.6% | -26.2% |
| 6M | -23.1% | -1.6% | -21.5% | -20.7% |
| YTD | -20.6% | -1.5% | -19.0% | -18.0% |
| 1Y | -12.7% | -0.4% | -12.3% | -11.7% |
| 3Y | -11.6% | +19.6% | -31.1% | -36.9% |
| 5Y | -23.1% | +3.3% | -26.4% | -23.0% |
| All | +31.1% | +29.0% | +2.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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