+29.3%
V vs BAH
+6.2%
+23.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.4% | +3.7% |
| 7D | +9.0% | +5.8% | +3.2% | +8.5% |
| 30D | +18.1% | +28.7% | -10.6% | +15.7% |
| 3M | +18.3% | +20.9% | -2.6% | +16.4% |
| 6M | +34.1% | +15.2% | +18.9% | +31.5% |
| YTD | +25.2% | +7.1% | +18.2% | +21.7% |
| 1Y | +29.3% | +6.4% | +22.9% | +26.5% |
| All | +29.3% | +6.2% | +23.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling