+883.7%
BAH vs VT
+394.5%
+489.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -3.2% | +0.4% | -3.7% | -3.5% |
| 30D | +2.0% | +1.0% | +1.0% | +1.4% |
| 3M | -7.6% | +2.4% | -10.0% | -9.2% |
| 6M | -5.7% | +12.0% | -17.7% | -12.8% |
| YTD | -11.7% | +15.3% | -27.1% | -19.9% |
| 1Y | -27.4% | +22.6% | -50.0% | -36.7% |
| 3Y | -32.5% | +74.7% | -107.2% | -53.7% |
| 5Y | -3.3% | +66.1% | -69.5% | -32.3% |
| 10Y | +186.0% | +225.0% | -39.0% | +23.3% |
| All | +883.7% | +394.5% | +489.2% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling