+23.4%
BA vs VNQ
+83.2%
-59.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.8% |
| 30D | -8.0% | +5.8% | -13.8% | -13.2% |
| 3M | -25.8% | 0.0% | -25.8% | -25.9% |
| 6M | -27.6% | +1.5% | -29.1% | -29.2% |
| YTD | -21.0% | +12.1% | -33.1% | -30.3% |
| 1Y | -12.3% | +10.6% | -22.8% | -21.6% |
| 3Y | -12.8% | +43.5% | -56.3% | -43.3% |
| 5Y | -22.4% | +6.8% | -29.2% | -29.8% |
| All | +23.4% | +83.2% | -59.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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