+26.6%
BA vs VEA
+156.1%
-129.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.7% |
| 7D | 0.0% | 0.0% | +0.1% | -0.3% |
| 30D | -8.9% | -1.4% | -7.5% | -7.5% |
| 3M | -25.5% | -4.1% | -21.4% | -21.5% |
| 6M | -27.0% | -1.3% | -25.6% | -26.4% |
| YTD | -20.1% | +12.1% | -32.2% | -34.2% |
| 1Y | -11.0% | +16.1% | -27.1% | -30.5% |
| 3Y | -11.8% | +73.0% | -84.9% | -63.4% |
| 5Y | -20.6% | +55.1% | -75.8% | -59.9% |
| 10Y | +26.6% | +156.9% | -130.3% | -63.6% |
| All | +26.6% | +156.1% | -129.5% | -63.6% |
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