-68.8%
VFC vs BAH
+182.5%
-251.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | +0.8% | -4.3% | +5.2% | +2.1% |
| 30D | -11.9% | -4.5% | -7.5% | -10.8% |
| 3M | -20.2% | -7.6% | -12.5% | -18.6% |
| 6M | -23.0% | -10.6% | -12.4% | -21.1% |
| YTD | -26.2% | -12.6% | -13.7% | -24.8% |
| 1Y | -13.3% | -27.0% | +13.7% | -7.1% |
| 3Y | -25.5% | -31.5% | +6.0% | -23.4% |
| 5Y | -78.1% | -3.8% | -74.3% | -80.8% |
| 10Y | -68.8% | +183.9% | -252.7% | -79.5% |
| All | -68.8% | +182.5% | -251.3% | -79.5% |
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