+191.5%
BAH vs VIG
+241.3%
-49.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.5% |
| 7D | -1.3% | -1.2% | -0.2% | -0.4% |
| 30D | -6.6% | -2.8% | -3.8% | -4.5% |
| 3M | -7.2% | +2.5% | -9.6% | -8.7% |
| 6M | -10.0% | +8.1% | -18.1% | -15.2% |
| YTD | -12.5% | +9.6% | -22.0% | -18.4% |
| 1Y | -27.9% | +14.2% | -42.1% | -34.9% |
| 3Y | -31.4% | +56.1% | -87.5% | -51.8% |
| 5Y | -3.2% | +62.8% | -66.1% | -34.9% |
| 10Y | +191.5% | +248.2% | -56.7% | -6.7% |
| All | +191.5% | +241.3% | -49.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling