+449.7%
V vs BA
+33.2%
+416.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +13.6% | -7.9% | +21.5% | +15.8% |
| 3M | +14.3% | -25.3% | +39.6% | +22.8% |
| 6M | +33.1% | -24.6% | +57.7% | +41.8% |
| YTD | +21.2% | -20.1% | +41.4% | +26.3% |
| 1Y | +26.4% | -11.8% | +38.2% | +27.9% |
| 3Y | +77.6% | -10.1% | +87.7% | +72.4% |
| 5Y | +102.6% | -22.7% | +125.3% | +98.9% |
| All | +449.7% | +33.2% | +416.5% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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