+23.3%
BA vs VUG
+398.3%
-374.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.9% |
| 7D | -1.1% | +2.5% | -3.6% | -3.6% |
| 30D | -7.1% | -6.3% | -0.9% | -1.6% |
| 3M | -25.5% | -6.0% | -19.5% | -21.4% |
| 6M | -28.7% | -3.5% | -25.2% | -26.8% |
| YTD | -21.0% | +3.9% | -24.9% | -25.1% |
| 1Y | -11.9% | +5.1% | -17.0% | -17.4% |
| 3Y | -16.2% | +77.9% | -94.0% | -56.0% |
| 5Y | -22.4% | +62.4% | -84.8% | -55.1% |
| All | +23.3% | +398.3% | -374.9% | -78.1% |
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