+248.1%
BA vs VIG
+623.5%
-375.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | +1.2% | -0.4% | +1.6% | +1.7% |
| 30D | -11.6% | -1.0% | -10.7% | -10.5% |
| 3M | -2.4% | +2.8% | -5.1% | -5.6% |
| 6M | -6.6% | +8.2% | -14.8% | -15.3% |
| YTD | -2.2% | +11.0% | -13.3% | -14.3% |
| 1Y | -8.0% | +16.1% | -24.2% | -24.0% |
| 3Y | -5.0% | +56.2% | -61.1% | -46.4% |
| 5Y | -2.7% | +63.0% | -65.7% | -47.4% |
| 10Y | +75.9% | +241.4% | -165.5% | -57.7% |
| All | +248.1% | +623.5% | -375.4% | -66.8% |
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 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