+31.1%
BA vs VST
+996.4%
-965.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.2% | +3.6% | -0.8% |
| 7D | -0.1% | -19.9% | +19.8% | +5.9% |
| 30D | -9.1% | -29.7% | +20.5% | -0.5% |
| 3M | -28.2% | -19.6% | -8.6% | -24.8% |
| 6M | -23.1% | -29.4% | +6.3% | -17.0% |
| YTD | -20.6% | -29.7% | +9.2% | -15.5% |
| 1Y | -12.7% | -40.0% | +27.3% | -2.9% |
| 3Y | -11.6% | +231.0% | -242.5% | -58.9% |
| 5Y | -23.1% | +500.1% | -523.2% | -73.9% |
| All | +31.1% | +996.4% | -965.3% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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