+72.2%
V vs BAH
-3.4%
+75.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -1.7% | -3.2% | +1.5% | -1.4% |
| 30D | +2.0% | +2.0% | 0.0% | +1.7% |
| 3M | +17.4% | -7.6% | +25.0% | +18.0% |
| 6M | +17.5% | -5.7% | +23.2% | +17.7% |
| YTD | +7.6% | -11.7% | +19.3% | +8.1% |
| 1Y | +7.7% | -27.4% | +35.1% | +10.5% |
| 3Y | +54.7% | -32.5% | +87.2% | +54.5% |
| All | +72.2% | -3.4% | +75.6% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling