+619.5%
VRT vs BAH
-32.2%
+651.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.8% | +4.4% |
| 7D | +9.1% | -3.2% | +12.4% | +9.1% |
| 30D | +0.9% | +2.0% | -1.1% | +0.9% |
| 3M | -13.4% | -7.6% | -5.7% | -12.3% |
| 6M | +11.7% | -5.7% | +17.4% | +12.6% |
| YTD | +73.2% | -11.7% | +85.0% | +73.1% |
| 1Y | +123.4% | -27.4% | +150.8% | +133.5% |
| All | +619.5% | -32.2% | +651.7% | +641.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling