+2,826.7%
VRT vs BAH
+79.0%
+2,747.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | +13.6% | -4.3% | +18.0% | +14.3% |
| 30D | +6.8% | -4.5% | +11.2% | +7.4% |
| 3M | -3.2% | -7.6% | +4.4% | -2.1% |
| 6M | +20.3% | -10.6% | +30.9% | +21.9% |
| YTD | +79.6% | -12.6% | +92.2% | +79.8% |
| 1Y | +139.0% | -27.0% | +166.0% | +149.9% |
| 3Y | +644.6% | -31.5% | +676.1% | +673.4% |
| 5Y | +1,024.4% | -3.8% | +1,028.2% | +953.7% |
| All | +2,826.7% | +79.0% | +2,747.7% | +2,537.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling