+35.6%
VSH vs BAH
-32.1%
+67.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +6.2% | -4.3% | +10.5% | +6.4% |
| 30D | -11.1% | -4.5% | -6.7% | -11.0% |
| 3M | -44.9% | -7.6% | -37.3% | -44.1% |
| 6M | +90.0% | -10.6% | +100.6% | +93.1% |
| YTD | +118.8% | -12.6% | +131.4% | +121.4% |
| 1Y | +109.0% | -27.0% | +136.0% | +118.3% |
| 3Y | +35.6% | -31.5% | +67.1% | +43.4% |
| All | +35.6% | -32.1% | +67.7% | +43.4% |
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