-67.2%
VFC vs BAH
+9.2%
-76.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.3% |
| 7D | +7.7% | -1.5% | +9.2% | +8.0% |
| 30D | +39.2% | +17.3% | +21.9% | +34.9% |
| 3M | +40.3% | +14.9% | +25.4% | +36.2% |
| 6M | +11.4% | +14.2% | -2.9% | +8.0% |
| YTD | +17.5% | +5.1% | +12.4% | +14.4% |
| 1Y | +45.9% | +2.1% | +43.8% | +42.7% |
| 3Y | +47.3% | -26.0% | +73.3% | +46.3% |
| 5Y | -67.2% | +9.0% | -76.2% | -71.2% |
| All | -67.2% | +9.2% | -76.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling