+56.2%
VFC vs BAH
-26.8%
+83.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +25.5% | +20.8% | +4.7% | +21.4% |
| 3M | +41.3% | +11.6% | +29.7% | +38.3% |
| 6M | +22.2% | +23.1% | -0.9% | +17.4% |
| YTD | +16.4% | +5.3% | +11.1% | +13.4% |
| 1Y | +38.4% | +6.1% | +32.3% | +34.5% |
| 3Y | +56.2% | -27.5% | +83.7% | +49.8% |
| All | +56.2% | -26.8% | +83.0% | +49.8% |
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