+392.6%
VT vs BAH
+886.2%
-493.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | +0.4% | -3.2% | +3.7% | +1.2% |
| 30D | +1.0% | +2.0% | -1.0% | +0.4% |
| 3M | +2.4% | -7.6% | +10.0% | +3.7% |
| 6M | +12.0% | -5.7% | +17.7% | +12.3% |
| YTD | +15.3% | -11.7% | +27.1% | +16.5% |
| 1Y | +22.6% | -27.4% | +50.0% | +29.2% |
| 3Y | +74.7% | -32.5% | +107.2% | +80.8% |
| 5Y | +66.1% | -3.3% | +69.5% | +52.9% |
| 10Y | +225.0% | +186.0% | +39.0% | +122.6% |
| All | +392.6% | +886.2% | -493.6% | +125.3% |
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