+234.5%
BAH vs VT
+214.8%
+19.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.2% | +3.4% |
| 7D | +6.0% | -4.2% | +10.2% | +8.4% |
| 30D | +31.1% | -5.8% | +36.9% | +35.3% |
| 3M | +25.2% | -5.2% | +30.4% | +28.7% |
| 6M | +18.9% | +0.1% | +18.8% | +17.9% |
| YTD | +8.3% | +8.2% | +0.1% | +2.1% |
| 1Y | +6.2% | +10.1% | -3.9% | -0.9% |
| 3Y | -22.8% | +69.7% | -92.4% | -45.5% |
| 5Y | +13.6% | +53.4% | -39.8% | -15.2% |
| All | +234.5% | +214.8% | +19.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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