+114.5%
VSH vs BAH
+1,056.2%
-941.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.2% | +6.9% |
| 7D | -12.9% | -3.5% | -9.4% | -12.3% |
| 30D | -36.9% | +24.3% | -61.1% | -41.1% |
| 3M | -28.8% | +16.3% | -45.1% | -32.7% |
| 6M | -30.3% | +13.6% | -43.9% | -34.7% |
| YTD | +62.4% | +3.5% | +58.9% | +53.9% |
| 1Y | +62.5% | +2.7% | +59.8% | +54.3% |
| 3Y | +7.4% | -26.6% | +34.0% | +9.8% |
| 5Y | +25.4% | +8.5% | +16.9% | +7.3% |
| 10Y | +102.6% | +225.1% | -122.4% | +9.7% |
| All | +114.5% | +1,056.2% | -941.7% | -39.3% |
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