+417.5%
BA vs VCIT
+98.3%
+319.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.6% |
| 30D | -11.6% | -0.8% | -10.9% | -10.8% |
| 3M | -2.4% | -1.0% | -1.4% | -1.1% |
| 6M | -6.6% | -1.8% | -4.8% | -4.2% |
| YTD | -2.2% | -0.7% | -1.5% | -1.0% |
| 1Y | -8.0% | +1.0% | -9.0% | -8.6% |
| 3Y | -5.0% | +18.8% | -23.8% | -21.9% |
| 5Y | -2.7% | +3.5% | -6.2% | -6.6% |
| 10Y | +75.9% | +29.2% | +46.7% | +54.6% |
| All | +417.5% | +98.3% | +319.3% | +549.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling