+120.4%
VSH vs BAH
+199.5%
-79.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +26.2% | -2.6% | +28.8% | +26.8% |
| 30D | -12.5% | +20.4% | -32.9% | -16.4% |
| 3M | -16.9% | +11.9% | -28.8% | -19.7% |
| 6M | -17.0% | +17.1% | -34.1% | -21.5% |
| YTD | +93.8% | +5.5% | +88.3% | +85.5% |
| 1Y | +99.3% | +5.6% | +93.7% | +90.6% |
| 3Y | +35.0% | -26.5% | +61.5% | +39.3% |
| 5Y | +45.8% | +6.5% | +39.4% | +25.9% |
| All | +120.4% | +199.5% | -79.1% | +25.9% |
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