+66.7%
VSH vs BAH
-2.8%
+69.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +6.2% | -4.3% | +10.5% | +6.7% |
| 30D | -11.1% | -4.5% | -6.7% | -10.8% |
| 3M | -44.9% | -7.6% | -37.3% | -44.1% |
| 6M | +90.0% | -10.6% | +100.6% | +92.9% |
| YTD | +118.8% | -12.6% | +131.4% | +121.0% |
| 1Y | +109.0% | -27.0% | +136.0% | +120.0% |
| 3Y | +35.6% | -31.5% | +67.1% | +38.4% |
| 5Y | +66.7% | -3.8% | +70.5% | +51.6% |
| All | +66.7% | -2.8% | +69.5% | +51.6% |
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