-24.4%
VFC vs BAH
-32.4%
+7.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.6% |
| 7D | -1.6% | -3.2% | +1.6% | -1.1% |
| 30D | -11.6% | +2.0% | -13.6% | -11.9% |
| 3M | -18.1% | -7.6% | -10.5% | -17.4% |
| 6M | -27.4% | -5.7% | -21.7% | -27.1% |
| YTD | -24.8% | -11.7% | -13.1% | -24.4% |
| 1Y | -8.2% | -27.4% | +19.2% | -5.8% |
| All | -24.4% | -32.4% | +7.9% | -13.6% |
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