+376.8%
V vs BAH
+182.5%
+194.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -1.1% | -4.3% | +3.3% | 0.0% |
| 30D | +1.9% | -4.5% | +6.3% | +2.9% |
| 3M | +15.5% | -7.6% | +23.1% | +17.2% |
| 6M | +16.6% | -10.6% | +27.2% | +18.7% |
| YTD | +5.7% | -12.6% | +18.3% | +7.2% |
| 1Y | +8.6% | -27.0% | +35.5% | +15.1% |
| 3Y | +52.5% | -31.5% | +84.0% | +54.8% |
| 5Y | +67.1% | -3.8% | +70.9% | +44.6% |
| 10Y | +376.8% | +183.9% | +192.9% | +214.4% |
| All | +376.8% | +182.5% | +194.3% | +214.4% |
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