-0.9%
BA vs VST
+761.6%
-762.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.1% |
| 7D | +1.2% | +8.9% | -7.7% | -0.6% |
| 30D | -11.6% | +6.2% | -17.8% | -12.7% |
| 3M | -2.4% | -2.7% | +0.3% | -2.3% |
| 6M | -6.6% | -8.4% | +1.7% | -6.0% |
| YTD | -2.2% | -7.2% | +5.0% | -2.4% |
| 1Y | -8.0% | -20.9% | +12.9% | -5.9% |
| 3Y | -5.0% | +384.0% | -389.0% | -50.8% |
| All | -0.9% | +761.6% | -762.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling