+25.0%
V vs BAH
+2.3%
+22.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.4% | -3.2% | +2.9% | -0.1% |
| 30D | +6.3% | +19.5% | -13.2% | +4.7% |
| 3M | +17.2% | +11.1% | +6.1% | +15.9% |
| 6M | +29.2% | +16.3% | +12.9% | +26.7% |
| YTD | +20.8% | +4.8% | +16.0% | +17.4% |
| 1Y | +25.0% | +4.9% | +20.1% | +20.9% |
| All | +25.0% | +2.3% | +22.7% | +20.9% |
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