+26.8%
BA vs VUG
+405.4%
-378.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.0% |
| 7D | -1.4% | -1.1% | -0.3% | -0.6% |
| 30D | -7.9% | -7.0% | -0.9% | -1.6% |
| 3M | -25.2% | -3.7% | -21.5% | -22.9% |
| 6M | -26.7% | -1.6% | -25.1% | -26.3% |
| YTD | -19.6% | +5.1% | -24.8% | -24.6% |
| 1Y | -10.6% | +3.8% | -14.3% | -15.1% |
| 3Y | -11.2% | +79.9% | -91.1% | -53.9% |
| 5Y | -20.4% | +66.4% | -86.8% | -55.2% |
| 10Y | +26.8% | +405.3% | -378.5% | -77.5% |
| All | +26.8% | +405.4% | -378.6% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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