+26.6%
BA vs VIAV
+292.0%
-265.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.4% |
| 7D | 0.0% | +3.2% | -3.2% | -1.4% |
| 30D | -8.9% | -31.8% | +22.9% | 0.0% |
| 3M | -25.5% | -16.6% | -8.9% | -24.6% |
| 6M | -27.0% | -39.4% | +12.5% | -20.8% |
| YTD | -20.1% | +74.0% | -94.2% | -45.7% |
| 1Y | -11.0% | +70.8% | -81.8% | -39.4% |
| 3Y | -11.8% | +295.5% | -307.4% | -63.0% |
| 5Y | -20.6% | +103.3% | -124.0% | -54.0% |
| 10Y | +26.6% | +300.1% | -273.5% | -39.0% |
| All | +26.6% | +292.0% | -265.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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