+243.4%
BA vs VT
+356.1%
-112.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.1% | -1.6% | +4.7% | +4.9% |
| 30D | -10.5% | -2.5% | -8.0% | -8.0% |
| 3M | -25.8% | -1.3% | -24.5% | -24.8% |
| 6M | -23.8% | +3.1% | -26.9% | -26.4% |
| YTD | -20.2% | +10.9% | -31.1% | -29.0% |
| 1Y | -15.3% | +12.1% | -27.3% | -25.5% |
| 3Y | -11.1% | +73.9% | -85.0% | -52.0% |
| 5Y | -18.8% | +58.0% | -76.8% | -50.1% |
| 10Y | +34.5% | +225.5% | -190.9% | -55.8% |
| All | +243.4% | +356.1% | -112.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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