+476.5%
V vs BAH
+197.5%
+279.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -0.4% | -3.2% | +2.9% | +0.4% |
| 30D | +6.3% | +19.5% | -13.2% | +1.6% |
| 3M | +17.2% | +11.1% | +6.1% | +13.7% |
| 6M | +29.2% | +16.3% | +12.9% | +23.3% |
| YTD | +20.8% | +4.8% | +16.0% | +16.8% |
| 1Y | +25.0% | +4.9% | +20.1% | +20.6% |
| 3Y | +75.3% | -27.0% | +102.3% | +77.8% |
| 5Y | +105.8% | +5.7% | +100.1% | +76.1% |
| All | +476.5% | +197.5% | +279.0% | +256.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling