-7.1%
BA vs VLTO
+54.8%
-62.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | +1.1% | +5.4% | -4.3% | -0.7% |
| 30D | -7.9% | +22.3% | -30.2% | -14.1% |
| 3M | -25.3% | +19.6% | -44.9% | -29.8% |
| 6M | -24.6% | +35.2% | -59.7% | -32.3% |
| YTD | -20.1% | +17.9% | -38.0% | -24.7% |
| 1Y | -11.8% | +19.5% | -31.3% | -17.4% |
| 3Y | -10.1% | +73.9% | -84.1% | -25.8% |
| All | -7.1% | +54.8% | -62.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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