+2.5%
BAH vs ITOT
+71.8%
-69.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.5% | +5.1% |
| 7D | +2.4% | -2.0% | +4.5% | +3.4% |
| 30D | -2.9% | -2.0% | -1.0% | -2.1% |
| 3M | -1.3% | +4.5% | -5.9% | -3.4% |
| 6M | -0.9% | +12.6% | -13.5% | -6.3% |
| YTD | -8.2% | +12.0% | -20.2% | -13.0% |
| 1Y | -24.0% | +17.3% | -41.2% | -29.5% |
| 3Y | -28.1% | +75.2% | -103.3% | -45.5% |
| 5Y | +2.5% | +74.0% | -71.5% | -23.3% |
| All | +2.5% | +71.8% | -69.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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