+1,740.6%
VRT vs BA
-48.3%
+1,788.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.3% |
| 7D | -21.4% | +1.1% | -22.4% | -21.7% |
| 30D | -25.8% | -7.9% | -17.9% | -23.8% |
| 3M | -33.5% | -25.3% | -8.2% | -25.8% |
| 6M | -49.0% | -24.6% | -24.4% | -43.5% |
| YTD | +12.9% | -20.1% | +33.1% | +21.7% |
| 1Y | 0.0% | -11.8% | +11.8% | +3.3% |
| 3Y | +361.8% | -10.1% | +371.9% | +358.5% |
| 5Y | +565.1% | -22.7% | +587.9% | +577.9% |
| All | +1,740.6% | -48.3% | +1,788.9% | +1,569.2% |
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