-0.9%
BA vs VTR
+86.5%
-87.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | +1.2% | -1.7% | +2.8% | +1.7% |
| 30D | -11.6% | -2.4% | -9.2% | -11.0% |
| 3M | -2.4% | +14.8% | -17.2% | -8.2% |
| 6M | -6.6% | +5.3% | -12.0% | -9.3% |
| YTD | -2.2% | +18.1% | -20.3% | -9.2% |
| 1Y | -8.0% | +36.7% | -44.7% | -19.8% |
| 3Y | -5.0% | +130.1% | -135.1% | -36.9% |
| All | -0.9% | +86.5% | -87.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling