+382.2%
BA vs VNQ
+399.1%
-17.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | -7.1% | +6.8% | -13.9% | -10.5% |
| 3M | -25.5% | -1.3% | -24.2% | -25.0% |
| 6M | -28.7% | +2.4% | -31.1% | -29.8% |
| YTD | -21.0% | +12.1% | -33.1% | -26.1% |
| 1Y | -11.9% | +12.0% | -23.9% | -17.5% |
| 3Y | -16.2% | +44.8% | -60.9% | -32.9% |
| 5Y | -22.4% | +6.9% | -29.2% | -25.7% |
| 10Y | +24.5% | +82.9% | -58.4% | -4.4% |
| All | +382.2% | +399.1% | -17.0% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling