+1,821.9%
BA vs VFC
+845.1%
+976.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | 0.0% |
| 7D | +1.2% | -1.6% | +2.8% | +1.7% |
| 30D | -11.6% | -11.6% | 0.0% | -7.8% |
| 3M | -2.4% | -18.1% | +15.7% | +3.6% |
| 6M | -6.6% | -27.4% | +20.7% | +2.6% |
| YTD | -2.2% | -24.8% | +22.6% | +5.3% |
| 1Y | -8.0% | -8.2% | +0.2% | -9.4% |
| 3Y | -5.0% | -29.1% | +24.1% | -12.1% |
| 5Y | -2.7% | -79.2% | +76.5% | +41.3% |
| 10Y | +75.9% | -68.1% | +144.0% | +119.3% |
| All | +1,821.9% | +845.1% | +976.8% | +865.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling