+73.5%
BA vs VXUS
+148.5%
-75.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.1% |
| 7D | +1.2% | +1.0% | +0.1% | -0.3% |
| 30D | -11.6% | +2.2% | -13.8% | -14.4% |
| 3M | -2.4% | +3.0% | -5.3% | -6.8% |
| 6M | -6.6% | +10.7% | -17.3% | -20.1% |
| YTD | -2.2% | +17.8% | -20.1% | -24.4% |
| 1Y | -8.0% | +27.6% | -35.6% | -37.0% |
| 3Y | -5.0% | +73.3% | -78.3% | -59.7% |
| 5Y | -2.7% | +54.3% | -57.0% | -49.2% |
| All | +73.5% | +148.5% | -75.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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