-1.8%
BA vs VGT
+127.4%
-129.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +1.2% | +1.0% | +0.2% | +0.6% |
| 30D | -11.6% | +1.3% | -12.9% | -12.4% |
| 3M | -2.4% | -1.1% | -1.2% | -2.3% |
| 6M | -6.6% | +32.6% | -39.3% | -21.8% |
| YTD | -2.2% | +29.0% | -31.2% | -16.9% |
| 1Y | -8.0% | +39.7% | -47.7% | -25.7% |
| All | -1.8% | +127.4% | -129.1% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling