+500.0%
BA vs VO
+799.0%
-299.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | +1.2% |
| 7D | -0.1% | -3.3% | +3.3% | +3.5% |
| 30D | -9.1% | -1.8% | -7.3% | -7.4% |
| 3M | -28.2% | -3.4% | -24.8% | -25.5% |
| 6M | -23.1% | +3.0% | -26.1% | -25.4% |
| YTD | -20.6% | +10.7% | -31.3% | -28.5% |
| 1Y | -12.7% | +11.8% | -24.5% | -22.3% |
| 3Y | -11.6% | +60.4% | -71.9% | -46.0% |
| 5Y | -23.1% | +33.6% | -56.7% | -42.5% |
| 10Y | +34.4% | +202.0% | -167.6% | -49.7% |
| All | +500.0% | +799.0% | -299.0% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling