+213.7%
VT vs BAH
+220.7%
-7.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.7% | +1.1% |
| 7D | -2.3% | -3.5% | +1.2% | -1.7% |
| 30D | -5.0% | +24.3% | -29.2% | -9.1% |
| 3M | -4.9% | +16.3% | -21.2% | -8.0% |
| 6M | -1.5% | +13.6% | -15.1% | -4.8% |
| YTD | +8.5% | +3.5% | +5.0% | +5.9% |
| 1Y | +11.4% | +2.7% | +8.7% | +8.7% |
| 3Y | +70.1% | -26.6% | +96.6% | +72.7% |
| 5Y | +53.7% | +8.5% | +45.2% | +35.6% |
| All | +213.7% | +220.7% | -7.0% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling