+26.6%
BA vs VSH
+117.5%
-90.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | -0.4% |
| 30D | -8.9% | -21.3% | +12.4% | -2.6% |
| 3M | -25.5% | -18.9% | -6.6% | -22.3% |
| 6M | -27.0% | -21.4% | -5.5% | -29.9% |
| YTD | -20.1% | +86.8% | -107.0% | -51.8% |
| 1Y | -11.0% | +85.8% | -96.8% | -46.4% |
| 3Y | -11.8% | +30.1% | -42.0% | -42.0% |
| 5Y | -20.6% | +42.8% | -63.5% | -53.3% |
| 10Y | +26.6% | +121.2% | -94.6% | -38.4% |
| All | +26.6% | +117.5% | -90.9% | -38.4% |
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