+26.6%
BA vs VTR
+126.9%
-100.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.1% |
| 7D | 0.0% | +3.8% | -3.8% | -1.9% |
| 30D | -8.9% | +10.1% | -19.0% | -13.5% |
| 3M | -25.5% | -1.2% | -24.4% | -25.3% |
| 6M | -27.0% | +4.8% | -31.7% | -29.8% |
| YTD | -20.1% | +18.9% | -39.0% | -28.7% |
| 1Y | -11.0% | +21.8% | -32.8% | -21.7% |
| 3Y | -11.8% | +132.0% | -143.8% | -48.5% |
| 5Y | -20.6% | +94.7% | -115.3% | -49.7% |
| 10Y | +26.6% | +136.8% | -110.2% | -39.9% |
| All | +26.6% | +126.9% | -100.3% | -39.9% |
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