+75.3%
VTI vs BAH
-31.4%
+106.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -0.4% | -1.3% | +1.0% | -0.3% |
| 30D | -1.6% | -6.6% | +5.0% | -1.1% |
| 3M | +3.6% | -7.2% | +10.7% | +4.1% |
| 6M | +13.0% | -10.0% | +23.0% | +13.8% |
| YTD | +12.7% | -12.5% | +25.1% | +13.3% |
| 1Y | +18.4% | -27.9% | +46.3% | +21.2% |
| All | +75.3% | -31.4% | +106.7% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling