-4.6%
BA vs VMC
+21.0%
-25.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +1.2% | -4.3% | +5.5% | +2.9% |
| 30D | -11.6% | -8.2% | -3.4% | -8.7% |
| 3M | -2.4% | -7.0% | +4.7% | +0.2% |
| 6M | -6.6% | -10.8% | +4.1% | -3.1% |
| YTD | -2.2% | -7.4% | +5.1% | -0.3% |
| 1Y | -8.0% | -9.5% | +1.5% | -5.7% |
| All | -4.6% | +21.0% | -25.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling