-39.3%
VG vs BAH
-44.5%
+5.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | +1.7% | -3.2% | +4.9% | +2.4% |
| 30D | +16.0% | +2.0% | +14.0% | +15.3% |
| 3M | +9.7% | -7.6% | +17.4% | +11.7% |
| 6M | +29.6% | -5.7% | +35.2% | +31.2% |
| YTD | +112.0% | -11.7% | +123.7% | +119.7% |
| 1Y | +12.8% | -27.4% | +40.2% | +18.2% |
| All | -39.3% | -44.5% | +5.1% | -43.7% |
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