-10.6%
BA vs VFC
+52.5%
-63.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.4% |
| 7D | +5.9% | +21.5% | -15.6% | +2.4% |
| 30D | -8.2% | +46.7% | -54.8% | -14.0% |
| 3M | -25.4% | +38.4% | -63.8% | -29.5% |
| 6M | -20.0% | +15.2% | -35.2% | -23.2% |
| YTD | -18.5% | +17.8% | -36.3% | -22.0% |
| 1Y | -10.6% | +55.6% | -66.2% | -12.3% |
| All | -10.6% | +52.5% | -63.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling