+454.5%
V vs BA
+27.6%
+426.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +9.7% | -8.9% | +18.7% | +12.2% |
| 3M | +17.3% | -25.5% | +42.8% | +26.1% |
| 6M | +33.2% | -27.0% | +60.2% | +43.2% |
| YTD | +21.3% | -20.1% | +41.5% | +26.4% |
| 1Y | +27.3% | -11.0% | +38.3% | +28.5% |
| 3Y | +76.1% | -11.8% | +87.9% | +71.9% |
| 5Y | +103.5% | -20.6% | +124.1% | +98.1% |
| 10Y | +454.5% | +26.6% | +427.8% | +419.1% |
| All | +454.5% | +27.6% | +426.8% | +419.1% |
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