+28.1%
BA vs VO
+206.8%
-178.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -4.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -9.5% | +0.5% | -10.0% | -10.3% |
| 3M | -26.5% | -1.0% | -25.4% | -25.6% |
| 6M | -27.4% | +6.4% | -33.8% | -33.3% |
| YTD | -20.6% | +13.6% | -34.2% | -33.3% |
| 1Y | -11.4% | +14.5% | -25.9% | -26.5% |
| 3Y | -10.8% | +67.2% | -78.1% | -56.8% |
| 5Y | -21.9% | +36.1% | -58.0% | -48.8% |
| 10Y | +28.1% | +199.3% | -171.2% | -65.3% |
| All | +28.1% | +206.8% | -178.7% | -65.3% |
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