+454.5%
V vs BAH
+210.6%
+243.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +0.6% | +0.5% | +0.2% | +0.5% |
| 30D | +9.7% | +18.2% | -8.5% | +5.2% |
| 3M | +17.3% | +13.1% | +4.2% | +13.4% |
| 6M | +33.2% | +15.2% | +18.0% | +27.4% |
| YTD | +21.3% | +6.0% | +15.3% | +17.1% |
| 1Y | +27.3% | +3.1% | +24.2% | +23.5% |
| 3Y | +76.1% | -26.2% | +102.3% | +78.2% |
| 5Y | +103.5% | +9.3% | +94.1% | +72.1% |
| 10Y | +454.5% | +212.3% | +242.2% | +255.1% |
| All | +454.5% | +210.6% | +243.8% | +255.1% |
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