+905.2%
VRT vs BA
-1.7%
+906.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +3.9% |
| 7D | +9.1% | +1.2% | +8.0% | +8.5% |
| 30D | +0.9% | -11.6% | +12.6% | +7.5% |
| 3M | -13.4% | -2.4% | -11.0% | -12.4% |
| 6M | +11.7% | -6.6% | +18.3% | +14.3% |
| YTD | +73.2% | -2.2% | +75.5% | +72.5% |
| 1Y | +123.4% | -8.0% | +131.4% | +127.8% |
| 3Y | +606.2% | -5.0% | +611.2% | +575.4% |
| All | +905.2% | -1.7% | +906.9% | +728.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling