+192.1%
VSH vs BAH
+886.2%
-694.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.9% |
| 7D | +4.1% | -3.2% | +7.3% | +5.0% |
| 30D | -4.2% | +2.0% | -6.2% | -5.0% |
| 3M | -50.0% | -7.6% | -42.3% | -49.4% |
| 6M | +80.2% | -5.7% | +85.9% | +79.3% |
| YTD | +121.1% | -11.7% | +132.8% | +121.8% |
| 1Y | +112.0% | -27.4% | +139.4% | +126.8% |
| 3Y | +22.5% | -32.5% | +55.1% | +28.5% |
| 5Y | +64.0% | -3.3% | +67.4% | +45.7% |
| 10Y | +170.4% | +186.0% | -15.6% | +52.7% |
| All | +192.1% | +886.2% | -694.1% | -12.5% |
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