-2.0%
BA vs VG
-51.4%
+49.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -2.5% |
| 7D | -0.1% | -22.0% | +21.9% | +0.2% |
| 30D | -9.1% | -14.7% | +5.6% | -9.0% |
| 3M | -28.2% | -7.1% | -21.1% | -28.2% |
| 6M | -23.1% | -11.2% | -12.0% | -23.4% |
| YTD | -20.6% | +69.8% | -90.4% | -27.6% |
| 1Y | -12.7% | +49.9% | -62.6% | -19.6% |
| All | -2.0% | -51.4% | +49.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling