+2,010.2%
VRT vs BAH
+114.6%
+1,895.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +18.6% | -3.2% | +21.8% | +19.1% |
| 30D | -11.7% | +19.5% | -31.2% | -13.9% |
| 3M | -27.3% | +11.1% | -38.4% | -28.6% |
| 6M | -42.9% | +16.3% | -59.2% | -44.5% |
| YTD | +29.5% | +4.8% | +24.7% | +26.0% |
| 1Y | +21.0% | +4.9% | +16.2% | +17.5% |
| 3Y | +403.1% | -27.0% | +430.1% | +426.3% |
| 5Y | +688.8% | +5.7% | +683.1% | +632.2% |
| All | +2,010.2% | +114.6% | +1,895.6% | +1,748.2% |
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