+72.3%
BA vs VEA
+159.8%
-87.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +2.5% | +1.9% | +0.6% | -0.2% |
| 30D | -10.1% | +0.8% | -10.9% | -11.2% |
| 3M | -2.4% | +5.7% | -8.1% | -10.2% |
| 6M | -8.8% | +13.3% | -22.1% | -24.7% |
| YTD | -2.9% | +18.4% | -21.3% | -25.6% |
| 1Y | -8.8% | +27.0% | -35.7% | -37.1% |
| 3Y | -0.3% | +79.3% | -79.5% | -60.2% |
| 5Y | -0.3% | +62.1% | -62.4% | -52.3% |
| 10Y | +72.3% | +160.3% | -87.9% | -54.5% |
| All | +72.3% | +159.8% | -87.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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