+452.7%
BA vs VTR
+1,495.5%
-1,042.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.7% | +3.2% | -4.9% | -2.6% |
| 30D | -9.5% | +9.1% | -18.5% | -11.7% |
| 3M | -26.5% | -3.6% | -22.9% | -25.8% |
| 6M | -27.4% | +3.8% | -31.2% | -28.7% |
| YTD | -20.6% | +17.8% | -38.4% | -25.1% |
| 1Y | -11.4% | +20.5% | -32.0% | -17.0% |
| 3Y | -10.8% | +132.4% | -143.2% | -32.8% |
| 5Y | -21.9% | +99.9% | -121.8% | -38.7% |
| 10Y | +28.1% | +124.3% | -96.1% | -6.5% |
| All | +452.7% | +1,495.5% | -1,042.8% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling