+23.3%
BA vs VTR
+130.3%
-107.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -7.1% | +5.5% | -12.6% | -9.7% |
| 3M | -25.5% | -0.9% | -24.6% | -25.3% |
| 6M | -28.7% | -0.4% | -28.3% | -29.6% |
| YTD | -21.0% | +17.0% | -38.0% | -28.9% |
| 1Y | -11.9% | +18.0% | -29.8% | -21.1% |
| 3Y | -16.2% | +127.4% | -143.5% | -50.5% |
| 5Y | -22.4% | +92.3% | -114.6% | -50.5% |
| All | +23.3% | +130.3% | -107.0% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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