-16.2%
BA vs VSH
+31.2%
-47.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.7% |
| 7D | -1.1% | +14.3% | -15.4% | -3.5% |
| 30D | -7.1% | -7.9% | +0.7% | -6.7% |
| 3M | -25.5% | -19.9% | -5.7% | -23.6% |
| 6M | -28.7% | -30.5% | +1.8% | -28.1% |
| YTD | -21.0% | +85.7% | -106.7% | -40.6% |
| 1Y | -11.9% | +98.9% | -110.8% | -35.3% |
| 3Y | -16.2% | +32.1% | -48.2% | -33.4% |
| All | -16.2% | +31.2% | -47.4% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling