+31.8%
BA vs VO
+196.6%
-164.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.7% |
| 7D | +1.1% | -2.6% | +3.6% | +4.6% |
| 30D | -7.9% | -0.9% | -7.0% | -6.8% |
| 3M | -25.3% | -3.0% | -22.3% | -22.2% |
| 6M | -24.6% | +2.2% | -26.8% | -26.8% |
| YTD | -20.1% | +10.6% | -30.7% | -30.3% |
| 1Y | -11.8% | +12.5% | -24.3% | -25.0% |
| 3Y | -10.1% | +61.4% | -71.5% | -54.2% |
| 5Y | -22.7% | +33.4% | -56.2% | -48.0% |
| All | +31.8% | +196.6% | -164.8% | -63.2% |
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