+23.3%
BA vs VEA
+161.1%
-137.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +2.3% | -3.4% | -4.4% |
| 30D | -7.1% | +0.2% | -7.3% | -7.8% |
| 3M | -25.5% | -5.3% | -20.2% | -19.9% |
| 6M | -28.7% | -0.9% | -27.8% | -28.6% |
| YTD | -21.0% | +12.2% | -33.2% | -35.0% |
| 1Y | -11.9% | +16.1% | -28.0% | -31.2% |
| 3Y | -16.2% | +73.0% | -89.1% | -65.2% |
| 5Y | -22.4% | +53.7% | -76.1% | -60.2% |
| All | +23.3% | +161.1% | -137.8% | -65.0% |
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