+7.2%
BAH vs ITOT
+63.9%
-56.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.7% | +2.5% | -0.8% | +0.7% |
| 30D | +20.8% | -1.7% | +22.5% | +21.5% |
| 3M | +11.6% | -3.4% | +14.9% | +13.0% |
| 6M | +23.1% | +2.1% | +21.0% | +21.6% |
| YTD | +5.3% | +11.5% | -6.2% | -0.2% |
| 1Y | +6.1% | +13.6% | -7.5% | -0.2% |
| 3Y | -27.5% | +77.2% | -104.7% | -45.4% |
| All | +7.2% | +63.9% | -56.7% | -17.7% |
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