+129.8%
BA vs VEA
+149.5%
-19.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +1.1% | -2.2% | +3.3% | +3.4% |
| 30D | -7.9% | -3.4% | -4.6% | -4.8% |
| 3M | -25.3% | -5.6% | -19.7% | -21.0% |
| 6M | -24.6% | -3.4% | -21.1% | -22.1% |
| YTD | -20.1% | +9.7% | -29.9% | -27.8% |
| 1Y | -11.8% | +15.4% | -27.1% | -24.2% |
| 3Y | -10.1% | +68.5% | -78.7% | -47.2% |
| 5Y | -22.7% | +49.6% | -72.4% | -48.0% |
| 10Y | +35.1% | +154.3% | -119.3% | -38.3% |
| All | +129.8% | +149.5% | -19.8% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling