+28.1%
BA vs VFC
-44.8%
+72.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.5% |
| 7D | -1.7% | +7.7% | -9.4% | -4.4% |
| 30D | -9.5% | +39.2% | -48.7% | -19.9% |
| 3M | -26.5% | +40.3% | -66.7% | -35.3% |
| 6M | -27.4% | +11.4% | -38.7% | -31.3% |
| YTD | -20.6% | +17.5% | -38.1% | -27.4% |
| 1Y | -11.4% | +45.9% | -57.3% | -26.1% |
| 3Y | -10.8% | +47.3% | -58.2% | -39.0% |
| 5Y | -21.9% | -67.2% | +45.3% | +24.1% |
| 10Y | +28.1% | -46.1% | +74.2% | +68.0% |
| All | +28.1% | -44.8% | +72.9% | +68.0% |
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