+26.8%
BA vs VFC
-47.4%
+74.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.4% | -1.4% | 0.0% | -0.9% |
| 30D | -7.9% | +30.7% | -38.6% | -16.6% |
| 3M | -25.2% | +40.6% | -65.8% | -34.2% |
| 6M | -26.7% | +16.5% | -43.2% | -31.8% |
| YTD | -19.6% | +16.2% | -35.8% | -26.2% |
| 1Y | -10.6% | +42.4% | -53.0% | -24.7% |
| 3Y | -11.2% | +48.1% | -59.3% | -39.5% |
| 5Y | -20.4% | -67.8% | +47.4% | +27.7% |
| 10Y | +26.8% | -48.5% | +75.2% | +68.2% |
| All | +26.8% | -47.4% | +74.2% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling