+1,821.9%
BA vs VSH
+1,674.8%
+147.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.3% |
| 7D | +1.2% | +4.1% | -2.9% | +0.2% |
| 30D | -11.6% | -4.2% | -7.5% | -11.0% |
| 3M | -2.4% | -50.0% | +47.6% | +12.5% |
| 6M | -6.6% | +80.2% | -86.8% | -23.3% |
| YTD | -2.2% | +121.1% | -123.3% | -24.3% |
| 1Y | -8.0% | +112.0% | -120.0% | -28.5% |
| 3Y | -5.0% | +22.5% | -27.5% | -18.1% |
| 5Y | -2.7% | +64.0% | -66.8% | -22.5% |
| 10Y | +75.9% | +170.4% | -94.5% | +26.7% |
| All | +1,821.9% | +1,674.8% | +147.1% | +622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling