+181.4%
BA vs VIG
+655.7%
-474.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +3.1% | -3.6% | -4.5% |
| 30D | -8.0% | +5.0% | -13.1% | -13.9% |
| 3M | -25.8% | +2.7% | -28.5% | -28.4% |
| 6M | -27.6% | +11.0% | -38.5% | -36.7% |
| YTD | -21.0% | +16.0% | -36.9% | -34.6% |
| 1Y | -12.3% | +16.3% | -28.5% | -27.7% |
| 3Y | -12.8% | +66.8% | -79.6% | -54.8% |
| 5Y | -22.4% | +64.8% | -87.1% | -58.7% |
| 10Y | +24.6% | +263.6% | -239.0% | -72.4% |
| All | +181.4% | +655.7% | -474.4% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling