+28.1%
BA vs VSH
+128.2%
-100.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +13.4% | -14.0% | -5.8% |
| 7D | -1.7% | +3.5% | -5.2% | -4.2% |
| 30D | -9.5% | -22.4% | +13.0% | -2.6% |
| 3M | -26.5% | -25.2% | -1.3% | -20.8% |
| 6M | -27.4% | -22.5% | -4.8% | -29.9% |
| YTD | -20.6% | +84.2% | -104.8% | -51.8% |
| 1Y | -11.4% | +87.1% | -98.5% | -47.0% |
| 3Y | -10.8% | +31.7% | -42.5% | -42.0% |
| 5Y | -21.9% | +42.6% | -64.5% | -54.2% |
| 10Y | +28.1% | +116.6% | -88.5% | -36.9% |
| All | +28.1% | +128.2% | -100.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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