+237.2%
VNQ vs BAH
+876.9%
-639.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -0.4% | -4.3% | +4.0% | +0.6% |
| 30D | -2.5% | -4.5% | +1.9% | -1.6% |
| 3M | +1.4% | -7.6% | +9.0% | +2.8% |
| 6M | +4.6% | -10.6% | +15.2% | +6.3% |
| YTD | +10.5% | -12.6% | +23.1% | +12.1% |
| 1Y | +8.4% | -27.0% | +35.4% | +14.4% |
| 3Y | +32.4% | -31.5% | +63.9% | +37.0% |
| 5Y | +5.5% | -3.8% | +9.3% | -2.3% |
| 10Y | +59.1% | +183.9% | -124.8% | +13.5% |
| All | +237.2% | +876.9% | -639.7% | +66.4% |
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