+31.8%
BA vs VMC
+159.8%
-128.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | +1.1% | +0.5% | +0.6% | +0.7% |
| 30D | -7.9% | +15.8% | -23.7% | -15.8% |
| 3M | -25.3% | +0.6% | -25.9% | -25.9% |
| 6M | -24.6% | -4.0% | -20.6% | -23.5% |
| YTD | -20.1% | -0.3% | -19.8% | -21.5% |
| 1Y | -11.8% | -0.5% | -11.2% | -13.4% |
| 3Y | -10.1% | +39.6% | -49.7% | -30.9% |
| 5Y | -22.7% | +50.1% | -72.8% | -44.5% |
| All | +31.8% | +159.8% | -128.0% | -35.0% |
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