+25.8%
VTEB vs BAH
+231.4%
-205.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.7% |
| 30D | -2.1% | -6.6% | +4.5% | -2.0% |
| 3M | -2.7% | -7.2% | +4.5% | -2.6% |
| 6M | -2.1% | -10.0% | +7.9% | -2.0% |
| YTD | -1.1% | -12.5% | +11.3% | -1.0% |
| 1Y | +1.3% | -27.9% | +29.2% | +1.8% |
| 3Y | +9.0% | -31.4% | +40.4% | +9.3% |
| 5Y | +1.5% | -3.2% | +4.7% | +0.8% |
| 10Y | +18.5% | +191.5% | -172.9% | +18.9% |
| All | +25.8% | +231.4% | -205.6% | +27.0% |
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