+201.7%
BAH vs VCLT
+17.0%
+184.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.1% |
| 7D | +2.4% | -1.3% | +3.7% | +2.8% |
| 30D | -2.9% | -1.1% | -1.8% | -2.7% |
| 3M | -1.3% | -3.7% | +2.3% | -0.4% |
| 6M | -0.9% | -4.0% | +3.1% | +0.2% |
| YTD | -8.2% | -3.4% | -4.8% | -7.4% |
| 1Y | -24.0% | -4.1% | -19.8% | -23.1% |
| 3Y | -28.1% | +11.0% | -39.1% | -30.2% |
| 5Y | +2.5% | -17.0% | +19.5% | +6.4% |
| All | +201.7% | +17.0% | +184.6% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling