+26.6%
BA vs VO
+197.4%
-170.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -8.9% | +0.5% | -9.4% | -9.7% |
| 3M | -25.5% | -1.1% | -24.4% | -24.5% |
| 6M | -27.0% | +6.4% | -33.3% | -32.9% |
| YTD | -20.1% | +13.5% | -33.7% | -32.9% |
| 1Y | -11.0% | +13.6% | -24.6% | -25.4% |
| 3Y | -11.8% | +65.2% | -77.0% | -56.5% |
| 5Y | -20.6% | +37.7% | -58.4% | -48.9% |
| 10Y | +26.6% | +198.4% | -171.8% | -65.6% |
| All | +26.6% | +197.4% | -170.7% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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