+183.9%
BAH vs VO
+192.5%
-8.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.6% |
| 7D | -4.3% | +0.6% | -5.0% | -4.7% |
| 30D | -4.5% | -1.1% | -3.4% | -3.9% |
| 3M | -7.6% | +4.5% | -12.2% | -10.1% |
| 6M | -10.6% | +11.1% | -21.7% | -16.3% |
| YTD | -12.6% | +13.5% | -26.1% | -19.1% |
| 1Y | -27.0% | +14.5% | -41.5% | -32.8% |
| 3Y | -31.5% | +58.1% | -89.6% | -48.4% |
| 5Y | -3.8% | +43.3% | -47.1% | -24.2% |
| 10Y | +183.9% | +193.2% | -9.3% | +29.8% |
| All | +183.9% | +192.5% | -8.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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