+307.7%
VOO vs BA
+27.6%
+280.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -3.6% | -8.9% | +5.3% | -1.6% |
| 3M | -2.7% | -25.5% | +22.8% | +4.4% |
| 6M | +2.2% | -27.0% | +29.2% | +9.8% |
| YTD | +10.9% | -20.1% | +31.0% | +15.9% |
| 1Y | +11.3% | -11.0% | +22.3% | +12.9% |
| 3Y | +76.9% | -11.8% | +88.7% | +74.6% |
| 5Y | +73.5% | -20.6% | +94.2% | +70.8% |
| 10Y | +307.7% | +26.6% | +281.1% | +255.6% |
| All | +307.7% | +27.6% | +280.0% | +255.6% |
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