+47.3%
VFC vs BAH
-26.0%
+73.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.3% |
| 7D | +7.7% | -1.5% | +9.2% | +7.9% |
| 30D | +39.2% | +17.3% | +21.9% | +35.3% |
| 3M | +40.3% | +14.9% | +25.4% | +36.6% |
| 6M | +11.4% | +14.2% | -2.9% | +8.3% |
| YTD | +17.5% | +5.1% | +12.4% | +14.5% |
| 1Y | +45.9% | +2.1% | +43.8% | +42.7% |
| 3Y | +47.3% | -26.0% | +73.3% | +40.6% |
| All | +47.3% | -26.0% | +73.3% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling