+883.7%
BAH vs VO
+497.6%
+386.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -3.2% | -0.3% | -3.0% | -3.1% |
| 30D | +2.0% | -0.3% | +2.3% | +2.2% |
| 3M | -7.6% | +2.9% | -10.6% | -9.4% |
| 6M | -5.7% | +9.3% | -15.0% | -11.2% |
| YTD | -11.7% | +14.2% | -25.9% | -19.0% |
| 1Y | -27.4% | +15.3% | -42.6% | -33.7% |
| 3Y | -32.5% | +56.2% | -88.8% | -49.7% |
| 5Y | -3.3% | +42.4% | -45.8% | -24.8% |
| 10Y | +186.0% | +194.7% | -8.7% | +31.2% |
| All | +883.7% | +497.6% | +386.1% | +179.3% |
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