+26.8%
BA vs VO
+202.1%
-175.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -1.0% |
| 7D | -1.4% | +0.2% | -1.6% | -1.9% |
| 30D | -7.9% | +2.0% | -9.9% | -10.6% |
| 3M | -25.2% | -0.3% | -24.9% | -25.0% |
| 6M | -26.7% | +7.3% | -34.0% | -33.5% |
| YTD | -19.6% | +15.0% | -34.6% | -33.6% |
| 1Y | -10.6% | +14.7% | -25.3% | -26.0% |
| 3Y | -11.2% | +67.3% | -78.5% | -57.0% |
| 5Y | -20.4% | +38.8% | -59.3% | -49.3% |
| 10Y | +26.8% | +201.6% | -174.8% | -66.1% |
| All | +26.8% | +202.1% | -175.4% | -66.1% |
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