+31.8%
BA vs VST
+1,112.0%
-1,080.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.6% | -10.0% | -2.5% |
| 7D | +1.1% | -9.8% | +10.9% | +3.4% |
| 30D | -7.9% | -25.1% | +17.2% | -1.0% |
| 3M | -25.3% | -11.6% | -13.7% | -24.0% |
| 6M | -24.6% | -20.9% | -3.7% | -21.3% |
| YTD | -20.1% | -22.3% | +2.2% | -17.6% |
| 1Y | -11.8% | -32.0% | +20.3% | -5.6% |
| 3Y | -10.1% | +262.4% | -272.5% | -59.3% |
| 5Y | -22.7% | +563.4% | -586.1% | -74.6% |
| All | +31.8% | +1,112.0% | -1,080.3% | -60.7% |
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