+184.4%
BA vs VIG
+630.3%
-445.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +1.1% | -1.8% | +2.9% | +3.4% |
| 30D | -7.9% | +2.7% | -10.6% | -11.1% |
| 3M | -25.3% | 0.0% | -25.3% | -25.3% |
| 6M | -24.6% | +6.8% | -31.3% | -30.6% |
| YTD | -20.1% | +12.1% | -32.2% | -30.9% |
| 1Y | -11.8% | +14.8% | -26.6% | -26.1% |
| 3Y | -10.1% | +62.4% | -72.5% | -51.8% |
| 5Y | -22.7% | +59.6% | -82.3% | -57.1% |
| 10Y | +35.1% | +261.5% | -226.4% | -69.6% |
| All | +184.4% | +630.3% | -445.9% | -73.2% |
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