-20.6%
BA vs VFC
-67.2%
+46.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | 0.0% | +3.5% | -3.5% | -0.7% |
| 30D | -8.9% | +38.3% | -47.2% | -15.4% |
| 3M | -25.5% | +40.2% | -65.7% | -31.1% |
| 6M | -27.0% | +10.6% | -37.6% | -29.3% |
| YTD | -20.1% | +16.7% | -36.9% | -24.2% |
| 1Y | -11.0% | +45.0% | -56.0% | -20.0% |
| 3Y | -11.8% | +48.8% | -60.6% | -27.8% |
| 5Y | -20.6% | -67.6% | +46.9% | +43.4% |
| All | -20.6% | -67.2% | +46.6% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling