-46.1%
VFC vs BAH
+218.8%
-264.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | +7.7% | -1.5% | +9.2% | +8.1% |
| 30D | +39.2% | +17.3% | +21.9% | +32.8% |
| 3M | +40.3% | +14.9% | +25.4% | +34.2% |
| 6M | +11.4% | +14.2% | -2.9% | +6.3% |
| YTD | +17.5% | +5.1% | +12.4% | +13.2% |
| 1Y | +45.9% | +2.1% | +43.8% | +41.5% |
| 3Y | +47.3% | -26.0% | +73.3% | +50.0% |
| 5Y | -67.2% | +9.0% | -76.2% | -72.2% |
| 10Y | -46.1% | +208.8% | -254.9% | -64.4% |
| All | -46.1% | +218.8% | -264.9% | -64.4% |
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