+31.8%
BA vs VFC
-46.8%
+78.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | +11.2% | -10.1% | -2.8% |
| 30D | -7.9% | +41.5% | -49.4% | -19.0% |
| 3M | -25.3% | +38.9% | -64.3% | -34.0% |
| 6M | -24.6% | +6.1% | -30.7% | -27.4% |
| YTD | -20.1% | +14.5% | -34.7% | -26.3% |
| 1Y | -11.8% | +46.0% | -57.7% | -26.4% |
| 3Y | -10.1% | +36.4% | -46.5% | -36.3% |
| 5Y | -22.7% | -67.5% | +44.8% | +22.6% |
| All | +31.8% | -46.8% | +78.6% | +74.0% |
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