+28.1%
BA vs VGT
+732.2%
-704.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -3.1% |
| 7D | -1.7% | -1.6% | -0.1% | -0.8% |
| 30D | -9.5% | -12.5% | +3.1% | -0.1% |
| 3M | -26.5% | -7.7% | -18.8% | -22.5% |
| 6M | -27.4% | -0.2% | -27.2% | -29.1% |
| YTD | -20.6% | +19.3% | -39.9% | -33.7% |
| 1Y | -11.4% | +18.2% | -29.6% | -25.6% |
| 3Y | -10.8% | +109.6% | -120.5% | -56.6% |
| 5Y | -21.9% | +105.5% | -127.4% | -62.0% |
| 10Y | +28.1% | +716.4% | -688.2% | -78.1% |
| All | +28.1% | +732.2% | -704.1% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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