+31.8%
BA vs VUG
+391.5%
-359.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | +1.1% | -3.4% | +4.5% | +4.4% |
| 30D | -7.9% | -11.1% | +3.2% | +3.0% |
| 3M | -25.3% | -7.2% | -18.1% | -20.0% |
| 6M | -24.6% | -4.1% | -20.4% | -22.0% |
| YTD | -20.1% | +1.4% | -21.5% | -22.3% |
| 1Y | -11.8% | +1.9% | -13.7% | -14.7% |
| 3Y | -10.1% | +77.7% | -87.9% | -52.8% |
| 5Y | -22.7% | +57.6% | -80.3% | -53.8% |
| All | +31.8% | +391.5% | -359.7% | -75.1% |
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