+31.8%
BA vs VXUS
+135.4%
-103.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | +1.1% | -1.8% | +2.8% | +3.6% |
| 30D | -7.9% | -4.6% | -3.4% | -1.8% |
| 3M | -25.3% | -6.1% | -19.2% | -18.7% |
| 6M | -24.6% | -4.9% | -19.7% | -19.7% |
| YTD | -20.1% | +8.1% | -28.2% | -30.4% |
| 1Y | -11.8% | +12.1% | -23.8% | -27.3% |
| 3Y | -10.1% | +63.9% | -74.0% | -59.2% |
| 5Y | -22.7% | +43.1% | -65.9% | -55.5% |
| All | +31.8% | +135.4% | -103.6% | -54.3% |
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