-20.3%
BAH vs VLTO
+56.4%
-76.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.7% | +1.0% | +0.7% | +1.4% |
| 30D | +20.8% | +17.5% | +3.3% | +14.9% |
| 3M | +11.6% | +21.4% | -9.8% | +5.1% |
| 6M | +23.1% | +38.1% | -15.0% | +11.8% |
| YTD | +5.3% | +19.0% | -13.8% | -0.7% |
| 1Y | +6.1% | +20.7% | -14.5% | -0.2% |
| 3Y | -27.5% | +64.3% | -91.8% | -33.3% |
| All | -20.3% | +56.4% | -76.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling