+23.4%
BA vs VMC
+126.5%
-103.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.8% |
| 7D | -0.6% | -1.7% | +1.1% | +0.4% |
| 30D | -8.0% | +15.3% | -23.3% | -15.7% |
| 3M | -25.8% | +0.3% | -26.1% | -26.3% |
| 6M | -27.6% | +0.9% | -28.5% | -28.7% |
| YTD | -21.0% | -1.0% | -20.0% | -22.1% |
| 1Y | -12.3% | -4.3% | -7.9% | -11.8% |
| 3Y | -12.8% | +35.3% | -48.1% | -31.8% |
| 5Y | -22.4% | +44.4% | -66.8% | -43.0% |
| All | +23.4% | +126.5% | -103.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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