+542.8%
VRT vs BA
-20.8%
+563.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.5% | -11.5% | -12.7% |
| 7D | -28.1% | -0.1% | -28.0% | -28.1% |
| 30D | -30.2% | -9.1% | -21.1% | -27.3% |
| 3M | -36.4% | -28.2% | -8.2% | -25.2% |
| 6M | -48.2% | -23.1% | -25.0% | -41.5% |
| YTD | +9.2% | -20.6% | +29.7% | +19.9% |
| 1Y | -7.2% | -12.7% | +5.5% | -3.5% |
| 3Y | +338.7% | -11.6% | +350.3% | +325.4% |
| 5Y | +542.8% | -23.1% | +566.0% | +506.4% |
| All | +542.8% | -20.8% | +563.6% | +506.4% |
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