+905.2%
VRT vs BAH
-3.4%
+908.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.8% | +4.5% |
| 7D | +9.1% | -3.2% | +12.4% | +9.5% |
| 30D | +0.9% | +2.0% | -1.1% | +0.6% |
| 3M | -13.4% | -7.6% | -5.7% | -12.1% |
| 6M | +11.7% | -5.7% | +17.4% | +12.2% |
| YTD | +73.2% | -11.7% | +85.0% | +73.1% |
| 1Y | +123.4% | -27.4% | +150.8% | +135.9% |
| 3Y | +606.2% | -32.5% | +638.7% | +626.0% |
| All | +905.2% | -3.4% | +908.7% | +747.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling