-20.6%
BA vs VUG
+62.4%
-83.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | 0.0% | -1.2% | +1.2% | +0.8% |
| 30D | -8.9% | -8.9% | -0.1% | -2.3% |
| 3M | -25.5% | -5.9% | -19.6% | -22.2% |
| 6M | -27.0% | -3.3% | -23.7% | -25.5% |
| 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% | -46.2% |
| 5Y | -20.6% | +63.9% | -84.5% | -49.5% |
| All | -20.6% | +62.4% | -83.1% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling