+500.0%
BA vs VUG
+1,145.8%
-645.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +2.9% | +3.0% |
| 7D | -0.1% | -7.1% | +7.1% | +7.4% |
| 30D | -9.1% | -12.1% | +3.0% | +2.9% |
| 3M | -28.2% | -8.1% | -20.0% | -22.3% |
| 6M | -23.1% | -3.2% | -19.9% | -21.3% |
| YTD | -20.6% | +0.5% | -21.0% | -21.9% |
| 1Y | -12.7% | -0.7% | -12.0% | -13.3% |
| 3Y | -11.6% | +77.1% | -88.7% | -52.9% |
| 5Y | -23.1% | +56.2% | -79.3% | -54.0% |
| 10Y | +34.4% | +394.1% | -359.7% | -75.4% |
| All | +500.0% | +1,145.8% | -645.7% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling