+1,740.6%
VRT vs BAH
+111.9%
+1,628.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +4.0% |
| 7D | -21.4% | -3.5% | -17.8% | -21.1% |
| 30D | -25.8% | +24.3% | -50.1% | -28.1% |
| 3M | -33.5% | +16.3% | -49.9% | -35.2% |
| 6M | -49.0% | +13.6% | -62.6% | -50.3% |
| YTD | +12.9% | +3.5% | +9.5% | +10.0% |
| 1Y | 0.0% | +2.7% | -2.7% | -2.5% |
| 3Y | +361.8% | -26.6% | +388.4% | +381.1% |
| 5Y | +565.1% | +8.5% | +556.6% | +513.4% |
| All | +1,740.6% | +111.9% | +1,628.8% | +1,514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling