+219.6%
BAH vs VT
+215.5%
+4.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.6% |
| 7D | -3.5% | -2.3% | -1.2% | -2.4% |
| 30D | +24.3% | -5.0% | +29.2% | +27.6% |
| 3M | +16.3% | -4.9% | +21.2% | +19.3% |
| 6M | +13.6% | -1.5% | +15.1% | +13.8% |
| YTD | +3.5% | +8.5% | -5.0% | -2.5% |
| 1Y | +2.7% | +11.4% | -8.7% | -4.8% |
| 3Y | -26.6% | +70.1% | -96.6% | -48.3% |
| 5Y | +8.5% | +53.7% | -45.2% | -19.1% |
| All | +219.6% | +215.5% | +4.1% | +41.1% |
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