+7.4%
VSH vs BAH
-26.3%
+33.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.2% | +5.6% |
| 7D | -12.9% | -3.5% | -9.4% | -13.0% |
| 30D | -36.9% | +24.3% | -61.1% | -36.8% |
| 3M | -28.8% | +16.3% | -45.1% | -28.6% |
| 6M | -30.3% | +13.6% | -43.9% | -29.5% |
| YTD | +62.4% | +3.5% | +58.9% | +64.6% |
| 1Y | +62.5% | +2.7% | +59.8% | +64.9% |
| 3Y | +7.4% | -26.6% | +34.0% | +13.1% |
| All | +7.4% | -26.3% | +33.7% | +13.1% |
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 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