+23.3%
BA vs VTEB
+23.2%
+0.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.7% |
| 7D | -1.1% | -1.2% | +0.1% | +1.8% |
| 30D | -7.1% | +2.5% | -9.6% | -12.5% |
| 3M | -25.5% | -1.7% | -23.9% | -22.4% |
| 6M | -28.7% | -1.2% | -27.5% | -26.4% |
| YTD | -21.0% | -0.5% | -20.5% | -19.7% |
| 1Y | -11.9% | -0.1% | -11.8% | -11.3% |
| 3Y | -16.2% | +10.5% | -26.6% | -35.9% |
| 5Y | -22.4% | +2.6% | -25.0% | -26.7% |
| All | +23.3% | +23.2% | +0.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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