-20.4%
BAH vs VLTO
+56.1%
-76.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -1.5% | +2.0% | -3.5% | -2.1% |
| 30D | +17.3% | +21.8% | -4.5% | +10.3% |
| 3M | +14.9% | +20.2% | -5.3% | +8.5% |
| 6M | +14.2% | +36.3% | -22.1% | +4.2% |
| YTD | +5.1% | +18.8% | -13.7% | -0.7% |
| 1Y | +2.1% | +20.4% | -18.3% | -4.0% |
| 3Y | -26.0% | +71.9% | -97.9% | -32.1% |
| All | -20.4% | +56.1% | -76.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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