+5.8%
VFC vs BAH
+886.2%
-880.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.8% |
| 7D | -1.6% | -3.2% | +1.6% | -0.8% |
| 30D | -11.6% | +2.0% | -13.6% | -12.2% |
| 3M | -18.1% | -7.6% | -10.5% | -16.6% |
| 6M | -27.4% | -5.7% | -21.7% | -26.8% |
| YTD | -24.8% | -11.7% | -13.1% | -23.6% |
| 1Y | -8.2% | -27.4% | +19.2% | -1.9% |
| 3Y | -29.1% | -32.5% | +3.4% | -25.8% |
| 5Y | -79.2% | -3.3% | -75.8% | -80.9% |
| 10Y | -68.1% | +186.0% | -254.1% | -78.0% |
| All | +5.8% | +886.2% | -880.4% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling