+458.8%
V vs BA
+28.0%
+430.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -2.3% | -1.4% | -1.0% | -2.0% |
| 30D | +9.5% | -7.9% | +17.4% | +11.7% |
| 3M | +17.5% | -25.2% | +42.7% | +26.2% |
| 6M | +32.2% | -26.7% | +58.9% | +41.9% |
| YTD | +22.3% | -19.6% | +41.9% | +27.2% |
| 1Y | +26.8% | -10.6% | +37.4% | +27.8% |
| 3Y | +77.5% | -11.2% | +88.7% | +73.0% |
| 5Y | +110.1% | -20.4% | +130.5% | +104.5% |
| 10Y | +458.8% | +26.8% | +432.0% | +420.7% |
| All | +458.8% | +28.0% | +430.8% | +420.7% |
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