-21.6%
BAH vs VLTO
+54.8%
-76.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.6% |
| 7D | -3.5% | +5.4% | -8.9% | -5.1% |
| 30D | +24.3% | +22.3% | +1.9% | +16.8% |
| 3M | +16.3% | +19.6% | -3.3% | +10.0% |
| 6M | +13.6% | +35.2% | -21.6% | +3.8% |
| YTD | +3.5% | +17.9% | -14.4% | -2.0% |
| 1Y | +2.7% | +19.5% | -16.8% | -3.2% |
| 3Y | -26.6% | +73.9% | -100.5% | -32.5% |
| All | -21.6% | +54.8% | -76.5% | -26.8% |
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