+42.9%
BA vs VST
+929.5%
-886.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.8% | +16.0% | +6.1% |
| 7D | +5.9% | -15.7% | +21.6% | +10.6% |
| 30D | -8.2% | -17.0% | +8.8% | -4.4% |
| 3M | -25.4% | -15.9% | -9.5% | -22.8% |
| 6M | -20.0% | -25.0% | +5.0% | -15.1% |
| YTD | -18.5% | -25.1% | +6.6% | -14.9% |
| 1Y | -10.6% | -34.9% | +24.2% | -3.0% |
| 3Y | -9.3% | +252.7% | -261.9% | -58.2% |
| 5Y | -16.9% | +582.3% | -599.2% | -72.8% |
| 10Y | +37.9% | +1,076.6% | -1,038.7% | -58.5% |
| All | +42.9% | +929.5% | -886.6% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling