+449.7%
V vs BAH
+220.7%
+229.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +1.1% |
| 7D | +2.2% | -3.5% | +5.7% | +3.0% |
| 30D | +13.6% | +24.3% | -10.7% | +7.6% |
| 3M | +14.3% | +16.3% | -2.0% | +9.7% |
| 6M | +33.1% | +13.6% | +19.5% | +27.7% |
| YTD | +21.2% | +3.5% | +17.7% | +17.7% |
| 1Y | +26.4% | +2.7% | +23.7% | +22.7% |
| 3Y | +77.6% | -26.6% | +104.2% | +79.4% |
| 5Y | +102.6% | +8.5% | +94.1% | +71.2% |
| All | +449.7% | +220.7% | +229.0% | +245.0% |
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