-10.1%
BA vs VSH
+6.8%
-17.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.4% |
| 7D | +1.1% | -12.9% | +14.0% | +3.1% |
| 30D | -7.9% | -36.9% | +28.9% | -0.9% |
| 3M | -25.3% | -28.8% | +3.4% | -21.8% |
| 6M | -24.6% | -30.3% | +5.7% | -25.0% |
| YTD | -20.1% | +62.4% | -82.5% | -38.2% |
| 1Y | -11.8% | +62.5% | -74.3% | -32.0% |
| 3Y | -10.1% | +7.4% | -17.5% | -26.3% |
| All | -10.1% | +6.8% | -17.0% | -26.3% |
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