+74.6%
BA vs VTR
+87.8%
-13.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -1.2% | -2.9% | +1.7% | +0.4% |
| 30D | -11.3% | -2.8% | -8.5% | -10.2% |
| 3M | -3.8% | +9.0% | -12.8% | -9.3% |
| 6M | -8.3% | +5.0% | -13.2% | -12.0% |
| YTD | -4.9% | +16.9% | -21.9% | -14.2% |
| 1Y | -10.1% | +34.3% | -44.4% | -25.4% |
| 3Y | -2.3% | +131.6% | -133.9% | -42.8% |
| 5Y | -3.5% | +88.0% | -91.5% | -37.4% |
| 10Y | +74.6% | +97.8% | -23.2% | -13.6% |
| All | +74.6% | +87.8% | -13.2% | -13.6% |
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