+1,053.3%
BAH vs VO
+478.7%
+574.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -3.5% | -2.6% | -1.0% | -2.1% |
| 30D | +24.3% | -0.9% | +25.2% | +24.9% |
| 3M | +16.3% | -3.0% | +19.3% | +18.4% |
| 6M | +13.6% | +2.2% | +11.4% | +11.7% |
| YTD | +3.5% | +10.6% | -7.1% | -3.2% |
| 1Y | +2.7% | +12.5% | -9.8% | -5.0% |
| 3Y | -26.6% | +61.4% | -88.0% | -46.4% |
| 5Y | +8.5% | +33.4% | -24.9% | -11.9% |
| 10Y | +225.1% | +201.5% | +23.5% | +46.4% |
| All | +1,053.3% | +478.7% | +574.6% | +233.8% |
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 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