+89.8%
BA vs VTEB
+26.7%
+63.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | +1.2% | -0.8% | +1.9% | +2.9% |
| 30D | -11.6% | -1.3% | -10.3% | -8.9% |
| 3M | -2.4% | -2.1% | -0.2% | +2.6% |
| 6M | -6.6% | -1.7% | -4.9% | -2.6% |
| YTD | -2.2% | -0.6% | -1.7% | -0.4% |
| 1Y | -8.0% | +3.1% | -11.1% | -13.6% |
| 3Y | -5.0% | +9.2% | -14.2% | -23.6% |
| 5Y | -2.7% | +2.2% | -4.9% | -6.8% |
| 10Y | +75.9% | +18.8% | +57.1% | +75.8% |
| All | +89.8% | +26.7% | +63.1% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling