+1,917.9%
VRT vs BAH
+115.2%
+1,802.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +9.4% |
| 7D | -10.6% | -1.5% | -9.1% | -10.5% |
| 30D | -17.4% | +17.3% | -34.7% | -19.3% |
| 3M | -26.4% | +14.9% | -41.3% | -28.1% |
| 6M | -41.0% | +14.2% | -55.3% | -42.5% |
| YTD | +23.8% | +5.1% | +18.7% | +20.4% |
| 1Y | +11.6% | +2.1% | +9.5% | +9.3% |
| 3Y | +403.5% | -26.0% | +429.5% | +424.8% |
| 5Y | +647.0% | +9.0% | +638.1% | +589.4% |
| All | +1,917.9% | +115.2% | +1,802.7% | +1,666.9% |
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