+1,074.1%
BAH vs VO
+501.8%
+572.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.4% |
| 7D | -1.6% | +0.2% | -1.8% | -1.8% |
| 30D | +18.0% | +2.0% | +16.0% | +16.4% |
| 3M | +11.4% | -0.3% | +11.7% | +11.4% |
| 6M | +17.7% | +7.3% | +10.4% | +12.3% |
| YTD | +5.4% | +15.0% | -9.6% | -3.9% |
| 1Y | +2.8% | +14.7% | -11.9% | -6.1% |
| 3Y | -26.7% | +67.3% | -93.9% | -47.6% |
| 5Y | +8.1% | +38.8% | -30.8% | -14.5% |
| 10Y | +202.5% | +201.6% | +1.0% | +36.5% |
| All | +1,074.1% | +501.8% | +572.3% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling