+2,085.6%
V vs BAH
+886.2%
+1,199.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.7% | -3.2% | +1.5% | -1.0% |
| 30D | +2.0% | +2.0% | 0.0% | +1.3% |
| 3M | +17.4% | -7.6% | +25.0% | +19.0% |
| 6M | +17.5% | -5.7% | +23.2% | +18.0% |
| YTD | +7.6% | -11.7% | +19.3% | +8.9% |
| 1Y | +7.7% | -27.4% | +35.1% | +14.0% |
| 3Y | +54.7% | -32.5% | +87.2% | +59.9% |
| 5Y | +73.0% | -3.3% | +76.4% | +57.4% |
| 10Y | +390.9% | +186.0% | +204.9% | +238.9% |
| All | +2,085.6% | +886.2% | +1,199.4% | +993.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling