+28.1%
BA vs VIG
+267.0%
-238.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -4.2% |
| 7D | -1.7% | +0.4% | -2.1% | -2.5% |
| 30D | -9.5% | +4.3% | -13.7% | -15.1% |
| 3M | -26.5% | +2.0% | -28.5% | -28.8% |
| 6M | -27.4% | +10.2% | -37.6% | -37.1% |
| YTD | -20.6% | +14.8% | -35.4% | -35.2% |
| 1Y | -11.4% | +17.5% | -28.9% | -30.2% |
| 3Y | -10.8% | +67.4% | -78.2% | -58.9% |
| 5Y | -21.9% | +63.4% | -85.3% | -62.3% |
| 10Y | +28.1% | +259.9% | -231.7% | -75.8% |
| All | +28.1% | +267.0% | -238.9% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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