+1,462.0%
BA vs VMC
+3,538.2%
-2,076.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.5% | -0.9% |
| 7D | -0.1% | +1.9% | -1.9% | -0.8% |
| 30D | -9.1% | +14.7% | -23.9% | -14.2% |
| 3M | -28.2% | -0.3% | -27.9% | -28.3% |
| 6M | -23.1% | -1.7% | -21.4% | -23.0% |
| YTD | -20.6% | +0.7% | -21.2% | -21.5% |
| 1Y | -12.7% | +0.9% | -13.6% | -13.9% |
| 3Y | -11.6% | +40.5% | -52.1% | -24.8% |
| 5Y | -23.1% | +51.5% | -74.7% | -37.0% |
| 10Y | +34.4% | +166.5% | -132.2% | -12.0% |
| All | +1,462.0% | +3,538.2% | -2,076.2% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling