+23.4%
BA vs VXUS
+146.4%
-123.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.4% |
| 7D | -0.6% | +2.3% | -2.9% | -3.9% |
| 30D | -8.0% | -2.2% | -5.8% | -5.4% |
| 3M | -25.8% | -5.4% | -20.4% | -20.1% |
| 6M | -27.6% | -1.2% | -26.3% | -27.1% |
| YTD | -21.0% | +10.4% | -31.4% | -33.3% |
| 1Y | -12.3% | +11.8% | -24.1% | -27.5% |
| 3Y | -12.8% | +68.4% | -81.2% | -62.1% |
| 5Y | -22.4% | +45.9% | -68.2% | -56.6% |
| All | +23.4% | +146.4% | -123.1% | -60.2% |
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