-51.4%
VG vs BAH
-34.9%
-16.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.9% |
| 7D | -22.0% | -3.5% | -18.5% | -21.6% |
| 30D | -11.6% | +24.3% | -35.9% | -15.7% |
| 3M | -14.9% | +16.3% | -31.2% | -17.8% |
| 6M | -3.5% | +13.6% | -17.1% | -6.4% |
| YTD | +70.0% | +3.5% | +66.5% | +70.0% |
| 1Y | +50.0% | +2.7% | +47.3% | +49.6% |
| All | -51.4% | -34.9% | -16.5% | -56.5% |
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 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