-11.8%
BA vs VUG
+79.7%
-91.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.1% |
| 7D | 0.0% | -1.2% | +1.2% | +0.8% |
| 30D | -8.9% | -8.9% | -0.1% | -2.7% |
| 3M | -25.5% | -5.9% | -19.6% | -22.4% |
| 6M | -27.0% | -3.3% | -23.7% | -25.6% |
| YTD | -20.1% | +3.4% | -23.6% | -23.0% |
| 1Y | -11.0% | +1.9% | -12.9% | -13.2% |
| 3Y | -11.8% | +76.9% | -88.7% | -34.9% |
| All | -11.8% | +79.7% | -91.6% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling